Or people who don't have several petabytes of secondary memory and have played games with harder file installation methods than Soldat. (I'm looking at you, StepMania.)
New way = Soldat Mod Starter or various 3rd party programs
Old way = -mod parameter (what I use)
Older way = Soldat Mod Changer
Oldest way = brute-force file replacement
Quick way:
1. Get mod.
2. Place mod with files in folders (i.e., desired mod has folders like "Interface-gfx", "Weapons-gfx", "Sfx") in a folder inside Soldat\Mods. (i.e., C:\Soldat\Mods\HAXXMOD)
3. Use Soldat Mod Launcher or preferred method to launch mod
In any case, several people have already explained how to do this. Currently, I don't feel like searching so if you want more explanation, go do a search.