where does it all go????

can the mods or someone make a sticky for how do do all this?? like a "new to WM? heres what to do" sticky.

i am reading about all of these mods that im interested in but dont know wat to do with them. like the personalizer, MMS sent notifcation..... i am guessing you save them to ur phone but where? what folder? then how do you install? i have a TP2 from USCC, and this is my first WM phone so i am not familliar with how it works and what does what. there are a lot of thing i want in the stickies but dont what to do with them. thanx in advance for any help and info.