1. Where do I get the mods?
Click past the legal screen, click "Mods" click "Get Mods". the other way is to enter Steam, click community, Workshop, Civ 5. Click "Subscribe" to get the mod. Then once you enter game to the mods screen, be patient while it installs and click the circle to the right of the mods name, and it will green-light for you - click next and your in!
2. Do they cost?
Well, you have to have a legal copy of the game, so in that sense yes - mods cost the initial investment of buying the game. Modders are normally hobbyists who do this for fun. Mods do not cost money, and as modders do not get paid, they are providing a free service to other players.
3. Is it just a quick install on my CPU or are they tricky to get running?
hmmm... I explained 2 ways to install it, once installed they might update once in a while. You will get the hang of it, its easy.
4. Any recommendations of good mods?
I guess this is where i plug "Monarchy Plus" and "Echoes of Ages", eh? These 2 mods work with almost every mod out there.
Community Call to Power is a total conversion mod you might enjoy, Unique Building Compendium is nice, Heck i use around 34 - 41 mods, depending.
Sometimes 2 mods target the same thing for change (if mod A makes warrior move 3 tiles and mod B makes warrior move one tile.) and this can cause issues. Despite this, many mods work well together, and if not there are usually small changes you can make to make it compatible.
Good luck enjoying your new mods, and have fun!