well it depends of your type of installation
CASE 1 LIVE CD OU LIVE USB
modules are addons compressed to lzm format, they are dynamically loaded at boot time when placed in the correct dir.
you can also use in livemode each of them
you can't make permanent changes to the filesystem, so each installation you could make will be obsolete at next reboot, because filesystem is itself modules expanded at boot time
so here usage of modules is necessary....
CASE 2 REAL INSTALL
you can't use modules in livemode
you need to extract them to a temp dir and to have a look inside this dir
you will see either directorys like /usr /bin ... just copy paste .....
if you want to use some app like apt-get just go in shell
slapt-get --install packageyouhaveselected
now unlike in livecd your changes to filesystem will be permanent
so here you use install procedures and not modules(or you unpack them and copy paste contents)