Go to the Library, right click the entry for 911FR, select properties, click the local files tab, and click the "browse local files" button. Explorer will show the install directory of 911FR.
In that directory, you will see a program called ModInstaller.exe. If your mod consists of an e4mod file, you'll need to use this program to install it. Some mods allow you to just copy-paste the mod into the Mods folder, while others have their own installers that do the work for you (like the Los Angeles mod), but most of the mods will use this.
Now, if you're using the steam version, chances are when you try to use ModInstaller, it'll claim that EM4 isn't installed. In that case, you'll need to modify the registry so the computer knows that it's there (instructions here).
Once you're done with that, open ModInstaller.exe, click the Install package button, select your e4mod file, and it will install.
That should be everything.