If you downloaded a module you should find a folder named something like 'sidesign.mod' and in that a folder named (just as an example) 'minib3d.mod'. Move the 'sidesign.mod' (or whatever, again, just an example) to your blitzmax\mod\ folder.
Afterwards you can compile them using Ctrl+D in MaxIDE.
Afterwards you can compile them using Ctrl+D in MaxIDE.