Well, that depends on what mod you've downloaded. If it's just a ESP-file and nothing more, all you have to do is to put the file in Data files and activate the mod in construction set. If there is textures or fonts or meshes too you have to put them in Data files BUT you have to put Meshes in Meshes and Textures in textures and of course the ESP file in data files and then activate it in construction set.
//Daedroth
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"When a man lies, he murders some part of the world"