Modules enhance or replace functionality within Foundry VTT. The simplest modules consist of a module.json file that describes the module and contains some metadata about it, and a <module name>.js file that contains the module code; but a module can include other types of resources depending on what it needs to do, like additional js files (usually imported as ES modules), css files for styling, or html and hbs application templates.
Browsing the official module list is the easiest way to find Modules. The website has a dedicated search page, but you can also directly look for available modules in Foundry's setup screen, by going to the Add-on Modules tab and clicking the Install Module button.
Data\modules\<module name> inside your Foundry VTT user data folderRegardless of the installation method, a module will also need to be activated in a world to be used. Only a GM user can activate or deactivate modules.
There is an Introduction to Module Development page in the official Foundry Knowledge Base which is a good place to start.
Modules are developed using the Foundry VTT API which is documented on the official Foundry VTT site.