Modifications, or short mods, are made by fans of the games they mod for. That can be sometimes small thing, like changeing a few models or pictures, adding strange functions for the sake of having some fun times, up to full "total conversions" where everything is changed, maps, all models and so on. Mods are free to download as long as you own the full game, you can play them. Most have online multiplayer functions, although sometimes it might be hard to find server to play them on.