what you want to do is to open your FG Data folder, the easiest way to do this is to click the folder icon on the FG launch screen. This will open a windows explorer inside your FG Data folder. Inside there you should have multiple folders, you want to open one called “modules” (create it if it doesn’t exist). Copy the .mod file into that folder then close the windows explorer and continue into your campaign.
Inside the campaign, load the module by going to Library > Modules.