a: one .umod file
b: more files
If there is only one .umod file you'll have to double click on it and it will install istself.
If it doesn't install the I suggest using the umod browser
If there are more files or one file that is not a .umod file you'll have to place them into the correct folder.
.utx files go into the Textures folder
.umx files go into the Music folder
.uax files go into the Sounds folder
.u .int .exe .ini .dll files go into the System folder