I don't know if this is the right way, but for me doing this worked.
Step 1: Get the mod you plan to instal.
Step 2: Go to the folder mentioned in the "files" part of the menu. (Area where you save and load)
Step 3: after exteacting it, put the mod you downloaded in the addons folder.
Done, now just go in the game and enjoy.
Note: I recommend Z archiver to move the files where they need to be.