Even official DLCs! So:
1. Download the mod archive,
2. Extract it using any program (7zip, WinRAR, etc.),
3. Open the mod folder,
4. Let's stop here. There are files and folders that always go in Skyrim\Data:
It's mainly Meshes, Textures, Sound, Scripts.
But it also could be DialogueViews, Interface, Music, SEQ folders, etc.
.bsa files are packed loose files (same Meshes, Textures & others).
.esp and .esm files - these are "active" mod files that modify the game parameters which (most of the time) cannot be changed without changing\adding something in Creation Kit. For example, adding new armors, quests or changing texture paths to character skins all requires an .esp (or .esm)!
However, in some mods like retextures .esp or .esm files are often not needed, so if you don't find them in the archive - don't be confused.
The difference between an .esp and .esm is in priority. .esm files are "master-files" which means:
- .esm are always loaded first and therefore are overwritten by any conflicting changes in any.esp file, that is loaded later,
- and some .esp (addons, patches) can be dependent on .esm.
- Moreover, .esm can include more edits than an .esp.
So, if you find your mod folder with these contents:
Meshes
Textures
Example.esp
You should copy all these folders and files to Skyrim\Data.
5. After that you should turn the mod on in the launcher (if .esp\.esm files are present).
- push "play" in Steam or manually run SkyrimLauncher.exe from Skyrim directory or load up your preferred mod manager,
- click "Data files"
- and then find and activate Example.esp. Done!