I want to say that Eglish is not my native, so there can be so much grammar issues.

First you need to download mod loader on gamebanana [gamebanana.com].
Then, go to the root of sonic mania folder and unzip archive with mod loader in this folder.

In the archive of mod loader we have folder "mods", in this folder you need to put mod folder (you need to put exactly the folder, not the archive).
Then launch mod loader and see this window:

You need to check the box and press "Install loader", then press "Save" (or "Save & play" if you want to save and start (you may not press Save & play, to play with mods)).

Satisfy mods! If you help this guide and if you want you can give me steam reward for it, good luck!