Welcome aboard Merchant Raider
GWX2.1 comes with JSGME already. Double click on the JSGME icon and it will create a folder entitled MODS (if it isn't already included).
When you d/l a mod it will already be zipped/packed up.
Unzip/unpack the mod into the MODS folder then open JSGME and enable it with the arrow pointing left to right.
GWX2.1 already has mods included.....make a start by enabling them via JSGME.
Good Luck