Once you download the mods' .jar file, make a copy of it. Open your server's mods folder and paste the mods there. Then you'll want to move the original mods you copied to your .minecraft folder. to find it, press the windows key and type %appdata% into the search box. Once there, click on .minecraft. In there should be a folder labeled mods. If there isn't, make one. Put all of the same mod files into the mods folder.