STEP doesn't install mods for you (last I saw). It only recommends mods for you to install.
How you install them is up to you. You have four choices:
1. Manual installing by hand.
2. Use BAIN feature of Wry Bash (best option).
3. Use Nexus Mod Manager (mod must be hosted there unless you repackage them).
4. Use Steam Workshop to install them (only the limited kinds of mods available there).
My biased preference is http://www.gamesas.com/topic/1084204-bain-mod-installation-projects/ (works the same for Morrowind, Oblivion, and both fallouts).