Comprehensive step-by-step for getting and installing mods

The weird thing is, the files it launches from and uses are in C:\XboxGames\Conan Exiles\Content\WindowsNoEditor\ConanSandbox. As part of the in-game process for enabling the mods, it is copying the .pak files from the Mods folder and pasting a second copy of them to that other path that I can’t access or even see. I was trusting that the app was doing the right thing, even though I’m not comfortable with that other user entry in my OS, or the invisible path.