SH3 especially, SH4 to a point, and sometimes SH5 need the player to edit the Properties of the game executable file to make it "compatible". With SH3 and SH4, if you want to install mods, you cannot have the game installed in the default install directory. You will want to change the path to a folder you make yourself, such as "C:\Games \Ubisoft \SH4" or whatever. Installed in a default path, Windows will prevent any mod from properly activating due to User Access Control and other technologies in the 'modern' Windows OS. It is also best to have the video "stream" the same throughout. Your display monitor has a "native" resolution, which Windows will show as "... (recommended)", so set the display to that, and then match that in SH4 and SH5. Sh3 is what it is, unless you use a WS GUI (Wide Screen Graphical User Interface), of which there are several to investigate.
Once you have the Stock game installed, navigate into the folder and find the SH3.exe and / or SH4.exe file. Right-click on that, and choose "Properties" from the context menu, near the bottom of the list. Once there, you will want to make certain the Attributes of the file are NOT "Read-only", which would show as a ticked box. Clear the tick mark if it is there. Then click on the "Compatibility" tab. In there, you will have to experiment, such as this:
That picture shows the dialog pop-up of what you have after clicking the "Change high DPI settings" button. SH3 definitely needs to be set for a Compatibility mode there at the top. SH3 & 4 both need to have the "Disable full-screen optimizations" ticked if you have a higher resolution, newer display monitor and video card. They both might need the "Run this program as an administrator", but that is system-dependent. You will almost always have to use the "Change high DPI settings" button, and set it like shown in the picture, but I have a computer where I have to also use the "Program DPI" at the top of that box, and set it "Use this setting for fixing scaling..." and "Use the DPI that's set..." with the drop-down set to "I open this program". As they say though, YMMV (Your Mileage May Vary), and you will have to experiment. SH5 is generally better at handling things like this, but you will probably have to set a couple things there also for it.
Once you have the game set-up and running in Stock trim, then you can download
7-Zip to help with extracting most of the Mod downloads. Then browse the SubSim download site and decide what you want to attempt to experiment with first. Some mods come with
JSGME, some don't, so you might want to also download that. Depending upon the age of your SH3 disk, you might need the
StarFarce Removal Tool and the 1.2b update. Similarly, dependent upon the age of your SH4, you might need to upgrade it to the Gold Edition with the U-Boat Missions. Most SH4 mods require the v1.5 of the game. You might want to also investigate the use of
MultiSH3 and
MultiSH4 (I cannot find the release thread for it) if you attempt to use multiple "installs" for multiple Mods. SH5 does not have anything like that, due to the game's "DRM" scheme.