How do you add in a mod?

I see a lot of mods that look like they would be benificial to my project such as the dark and night transitions, but they are often adaptions to the engine code. It will tell you to put the provided scripts into the engine folder and make several code changes in the game-folder, but then they say recompile the engine. I see nothing on how this is done. I have downloaded visual C++ to do a recomplie. I will click on rebuild and it will run but I don't know what I am suppose to do after that. Someone mentioned something about getting the new executable and using this after the recompile- where would this be if it worked right? I really need a process run down on how to work with recompiles and what to look for.

Thank you