Question About Installing Mods in CM?

For some reason, I can't downloaded mods to install by dragging/dropping onto CM.

I have the full version of CM, but still have to manually install mods. Can someone explain exactly where to drag/drop the mod files to and what I should be seeing after doing so? (After I drop the file, it just disappears. ie - There's no pop-up screen or dialog box or anything that indicates it's being installed.)

Thanks!
 
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