JSGME and the files that came with it should be placed in your root SH3 folder. C:\program files\ubisoft\silenthunterIII or something.
Then you'll run it once, that will create a MODS folder under there, so c:\program files\ubisoft\silenthunterIII\MODS
Then you'll run it again and use the option that creates a list of files. That'll "save" your baseline install list incase you ever need to go back.
After that move JSGME compatible mods into the MODS folder, then run JSGME.exe and you'll see them on the left side. Click on a mod name, click the > button and it will install the mod for you.
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