And where do you get them?

Weapon mods can be found and or purchased. And you push the L1 tab (on PS3 anyway) to mod it.

If your on the PC I think all you do is buy them from the store and their automatically equipped. I got an extended mag for the varmit rifle but I honestly havent seen a difference maybe I am forgetting something such as "activating" the upgrade but I havent read the manual yet that came with the game, just learning as I go.

On the PC it's the X key when you are in Pip-boy with the weapon selected. Doesn't auto-equip as far as I know.

Thanks I didnt know. I even looked in the manual just moments ago and under Wepons mod it didnt say anything about an equip key. I see my extended mag listed on my pipboy but its not clickable I just assumed it was auto equipped.

But ill hit X and see when I get back in the game now.

Where do you get them though? I never saw any in stores

Stores. To my knowledge stores don't have a ton of them, so you might miss it while browsing.