Crysis mods need to be dropped in the "Crysis\Mods\" folder. If the folder doesn't already exists, create it and drop your mods in there. Some mods (like custom levels) will require you to open the console and load the map from there. Each mod (depending which site you download them from) will give you instructions on how to install/use the mod (typically a text file or general instructions on the same web page as the one you're downloading the MOD from). Follow those intructions and you're golden.
Hope this helped.