I'm not sure about every mod, but generally you can build religious buildings in a province that converts the population. If you want to get into the nitty-gritty, you can look in the build prod file for the mod, the "Faith Propogation" column describes the conversion rate for a building. Religious buildings are always destroyed when a province is taken over by a faction with another religion (or rather culture).
There is also a slow conversion that takes place just by controlling a province of a different religion, as well as religion "leakage" from adjacent provinces.
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