The DoD modding guide explains how to set up and create mods Here. All you do is create the mod folder where the guide tells you to and then place any mods you make/download into said folder.
What OS are you using? Also, what mod? is it crashing, or not showing up? I'm confused as to what Isnt working, if you have the folder in the right location then it should work, else the mod you are using is broken.
The path is (or should be... i think) this(for windows): C:\Users\"PCNAME"\Documents\Gaslamp Games\Dungeons of Dredmor\mods .... if there is no folder called "mods" inside your "Dungeons of Dredmor" folder then....... well what u waiting for? go create it!! has simple has that The mods itself are inserted in .ZIP inside the mods folder. You can refer to this small thread i created (because i found a buuug ... i think) to find another way to make mods work... STILL all inside the mods folder Hope you can make it work
glad you got all that working,and I look forward to seeing some awesome mods from you! You should look at my handbooks in my sig to help you get started modding