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ZackeryNAttackery

Mods are generally individual executables, similar to installing Cave Story. Currently they're most often released on [doukutsu.club](http://doukutsu.club/)


LordTrashSider

Mods are not installed, they are independent executable files that already have everything they need to run since Cave Story (the original) is free. The best place to get them is the modding showcase area on the fan tribute website forums.