Depends on which game, and which method of installation you'd like to use. Games that steam directly supports modding for, can be modded by simply clicking on the game, and then going to its workshop. There you can be "subscribed" (not actually paying anything,) to certain mods for a game. On the other hand, you could go to the nexus (just google it,) and install mods through that. The advantages to this include being able to better alter your load order (so your game doesn't crash because of your mod list,) and install bigger/better mods that aren't allowed on the workshop due to file size.