If you have the files in compressed format (zip, tar.gz, etc) then uncompress them to the /mod directory. Note that the files once extracted should be in a directory which is the same name as their Module name.
Next go to /admin/index.php on your Moodle, going here will formally register your module for use with Moodle, also any MySQL tables required will be installed.
Next go to /admin/index.php on your Moodle, going here will formally register your module for use with Moodle, also any MySQL tables required will be installed.