For Anno Domini it's probably best to ask Re Berengario I here: http://www.twcenter.net/forums/forumdisplay.php?f=295
In general, mods will often come in zip or rar files containing a folder called "data" or some other name and possibly a *.bat file. Extract these to your Medieval 2 directory (C:\Program Files\SEGA\Medieval II Total War), then click on the .bat file to run the game using the mod.
It's a bit different for each mod, but the principle is normally the same.
Sometimes mods will come with installers that will create a shortcut in the MTW2 directory or even on your desktop.
Moved to Mod Chat.
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