I found the links to the screen shots.
Below are the links. This should get you going.
To make things simple, I would download one of Webster's individual mods initially. They should load into JSGME without delay due to the size of the mod being activated. Choose a mod to activate that you can observe as you play, such as fewer air patrols better sub marker, better guns, etc.
JGSME--I assume you have downloaded JGSME. Download it to you SH4 main folder. Do not download it into another folder within SH4's main folder. Copy your download folder icon and drag the copy to your desk top so it will be available for easy access. Alternative: download it directly to the desk top.
Mod - When you download a mod, upon opening the download folder you should get a message it will create and insert your mod into MODS folder in SH4 main file. If not, you should create a MODS folder. Thereafter, you can download your mods into the MODS folder. A downloaded mod is usually in a zip format. You will need to get a free program to unzip it (j-zip??).
Read each of the following posts re JGSME which are copies of thse posts: [REL] Trigger Maru Overhauled 1.9
#1808, #1809 , #1811 , #1824, and #1827. These posts deal with a captain who has download a mod, but does not know how to activate it. It covers his situation and how to open the mod downloadedin zipped format into the MODS folder, which is your situation if I am reading you correctly.
Hint: Print the five posts so you have them in front of you. Read the posts in their entirety, so you understand the issues and have an idea of what JSGME will look like when it is opened on the desk top. Then start with posts 1824 and 1827.
The foregoing should explain what JGSME looks like and how to activate a mod. You know you are on the right track when you drag the mod you want open from its location in the MOD file to JGSME on the desk top and the mod's name appears in the right side window of JGSME.