How do I download mods?
The Steam Workshop is the best place to find mods:
https://steamcommunity.com/app/381020/workshop/
Thankfully, you can download and play these mods without needing to own a Steam copy of the game. You can download individual mods with this webapp, then copy them into "Sky Rogue/Mod/" (you may need to create the directory)
When extracting the .zip, be sure to create a new folder, so for example a correctly installed Skin will live in the "Sky Rogue/Mod/this_can_be_anything_12345/Skins/" folder
If you make a "Mod/" directory directly inside "Sky Rogue" (so, "SkyRogue_data" is NEXT TO "Mod", and "Mod" is NOT inside it), and then put mod folders inside there (ex: "Sky Rogue/Mod/modpack_name_or_id") it should load when you start the game, you should see it in whatever menu it should appear in (so aeros will be available in the loadout menu, weapons and skins in the individual weapon slots in the loadout menu, etc)