In terms of mods it depends on if the game already releases with mod support. What that means is usually that the game will either accept raw texture, sounds, scripts etc. files in whatever formats the game understands, and it'll allow those to overwrite the files usually used by the game, or otherwise take them and attach them to new characters or items added to the games by the mod scripts.

Sometimes this requires the players to create mod tools to more easily create and modify the files the game will accept since how mods are handled is usually proprietary, or the game will actually have its own developer released mod tools such as Fallout 3's GECK.

Sometimes games don't natively allow mods but have a dedicated enough userbase that reverse engineers enough code to figure out how to inject mods. Usually this is many, many times more complicated and the extent of possible mods are usually simple replacements of textures or models, and nothing as complex as deeply scripted mods.

Sometimes games are not moddable at all due to being heavily encrypted or the userbase just not being dedicated enough. ENBs are not exactly the same as mods, so you'll often find games that aren't moddable still have mod site entries for ENBs even though you can't replace any textures or anything like that.

I'm not a real modder, so some of this info may be quite vague or not entirely correct, but hopefully that gives a good overview.