I am new to the board and have never used a mod before.
Is there a how to guide on how to implement the mods?
Do the mods work with steam?
Thanks.

Yes- mods work fine with Steam.

As for implementing:
1- download the mod
2- unzip it (most are zip or rar compressed)
3- drop the extracted .ESP file into your "\Fallout New Vegas\Data" folder
4- When you launch the game and get the launcher screen click Data Files and check off the ESP you added above

Thanks. I checked and can not find a data folder. Would the set up be diffrent for steam users?

You can't not use Steam. So no.