Alright, so let's suppose you download an AddOn from http://www.curse-gaming.com. When you open the compressed file, you may see the Interface folder. What you should do from here is to open that folder, open the AddOns folder that is within it, and copy the folder with the name of the mod. You should then paste this folder in your World of Warcraft\Interface\AddOns folder, which should look something like the picture below once you have a few AddOns.
If you have Cosmos, you should also be careful that it is not "cleaning" the extra mods you have installed. When running your Cosmos updater, click the "Configure" button and make sure it looks something like this, with "Keep Interface Directory Clean" unchecked.
If you need me to post anything further on the subject, please let me know