Go toward the bottom of the first post under client mods.
Download the ClientModLoader under the heading by ago
Follow the instructions for installing the mod loader
Download the mods you wish to install. There are links to each client mod on the Complete Mod List post. Important note - only client mods can be installed. The server mods are installed by staff and cannot be installed on your client. If you want a server mod that is not installed on the server, please make a suggestion in the appropriate forum.
Once you have downloaded the client mods you want, run the patcher.bat to install the mods. Make sure you do not have the Wurm Unlimited client running when you do this!