Make sure the folder structure is correct. Inside the \Mods folder you need to have a folder for your mod, this is what will show up in-game. Inside the mod-name folder you need to have GameInfo, String, etc.. whatever the mod needs.
All mod downloads are archives (.rar, zip, 7zip, etc) and need to be extracted into the \Mods path, and the folders will (usually) take care of themselves.