How to upload the mod I made here to the game?

After you have downloaded your mod, open up the downloaded zip file. It should look something like this: (I am using WinRAR to open the file, so it may look a little different to what you see)

You will also need to navigate to the folder created by the HOI4 launcher for you mod, it should look something like this:

Now enter the numbered folder in the file exported from the site:

And copy the contents from here in to your mod's folder:

Once all of these are added, make sure to add the mod to your playset in the launcher: (the name shown will be whatever you called your mod, mine is "modding_export")

Then select the playset, and run the game.