Install TA:K Switcher.
It'll create some folders in your TA:K directory (mods, races, addons).
Download mods, races or addons, and put in those directories (C:\Cavedog\Kingdoms\mods, or races or addons). You can find them at alltakdownloads.6te.net
Open TA:K Switcher, select your mod/race/addon (double clicking), and launch it. That's basicly that, do you have any question?
I might someday make a TA:KS tutorial, there is also an way to play without TA:KS: https://www.youtube.com/watch?v=HsKSyAfb-xs