For .pak mods this is relatively easy:
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Download a mod of your choosing
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Extract the .zip and copy the .pak
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Navigate to Palworld\Pal\Content\Paks
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Create a folder called ~mods and upload your .pak into it
The folder must be called ~mods exactly.
Once they’re installed on the server, anyone who wants to join must have the same mods installed on their game. The process is very similar to installing mods on the server.