Oops.
Yeah I know about the SKSE shortcut I've got that. I just assumed that Bethesda were taking more control of the mod integration. To be fair I haven't played F4 for ages and it was just an assumption how mods were integrated into the console menu would be done with the PC version too. My bad.
The mod menu will be integrated into the PC version as well, but, it won't be your ONLY option. You will still be able to install mods however you like.