Downloading mods has nothing to do with Steam.
And mods are installed in the same manner for Steam versions.
Read the Pinned FAQs on this forum to learn how to install: http://www.gamesas.com/topic/106063-morrowind-mods-faq/page__p__1772641#entry1772641
This will link you to guides on how to install also, as well as how/where to find mods: http://www.gamesas.com/topic/1305729-mod-recommendations-for-new-players/
Steam users need to redate the BSAs. but the Code Patch will do it for you. (see link)
Basically, I'm trying to say that you need to check the Pinned threads and do a little reading.
It's very easy to mod MW even with Steam.
To use the Construction Set (CS) for the Steam version, get this: http://morrowind.nexusmods.com/mods/42196
edit: I always sound rude. I'm just straight-forward.