Step 1. Download the mod you want, usually they come packaged as a rar. file or a similar archived format.
Step 2. Open this rar. (Or zip., 7zip. etc.) and you'll normally see the files, such as folders for Textures, Meshes and an esp. file in most cases.
Step 3. Many people say you need to extract the archived file to a location first, you don't really. If you're viewing the files inside the archive, simply drag the ones you need into your Data directory.
Step 4. Use the Mod Manager or the Data Files option in the laucner to activate the esp. file.
Step 5. Play with your new mod.
The vast majority of mods include instructions on how to install them in the readme file as well as the file description, since you have mods downloaded already I assume you know about http://www.newvegasnexus.com/index.php. Simply follow those instructions and you'll be fine,
in most cases. Some modders assume everyone knows all the ins and outs of modding, others are just lazy, luckily the mod community here is usually very good in that regard.
If you've got any specific questions that I didn't answer in this post, feel free to ask me, I'll answer if I can