Most of the mods have their own guides, though a lot of them do not feature a lot of detail so hopefully this helps.

Main page of nexus (mod forum) [www.nexusmods.com]
Top list (ever) [www.nexusmods.com]
Newest mods [www.nexusmods.com]

1) First we need Umod: link [code.google.com]
3) Look at Summary + Labels
2) Check on the required version which is written on the mod page -for me its uMod V2.0 Alpha (r53)
3) Download + extract (lets say on the desktop)
- For some reason its reporting malware so i have downloaded the version with log
4) Find uMod.exe

1) In the menu bar - select Main -> Use global hook
2) select Main -> Add game
3) locate the installed game -.exe
for me its: \steamapps\common\GUILTY GEAR Xrd -SIGN-\Binaries\Win32 - GuiltyGearXrd.exe
4) start the game through steam
5) Drag and drop the mod into Umod and it should work (umod should save it so you dont have to repeat that)

Examples of mods: