The easiest and most tedious way to load mods is to go to the "modding" tab in the game's menu, click swf mods, and choose a mod that you downloaded that ends with .swf or .mod
The other way saves time, but it does require
the main loader mod and it's files. Doing this allows all the mods to be loaded automatically as soon as you open up the Loader.swf file.
First, move all the ".swf" or ".mod" files of your mod into the $INIT$ folder. This is a subfolder located in the Mods folder where the "Loader.swf" file is.
If the mod came with a settings file (ends with .txt and usually says settings) move that file into the "Settings" folder. Located where the Loader.swf is.
Then, when all of that is done, go back to the $INIT$ folder and open the Mods.txt file. In that folder, type up the names of the mods you added to the $INIT$ folder. For example, if the mod file is called "moreclothingV15.swf", type that up in it's own line without the quotations. If you have multiple mod files, press Enter and write out the name of the file in the next line. No two mod names should be on the same line.
Some mods have their own setup to load properly in the Loader.swf. So if there are readmes for those, read up on it.