esm files (in some cases even folders - e.g. By default it is C:\Program Files\Steam\steamapps\Common\Fallout 4\Data.
If, however, you have your reasons for installing the mods manually, please follow this instruction.
During the manual mod installation, there is a higher chance of an improper installation resulting in a modification not working properly, or at all - this is why it is highly recommended to use one of the methods described above. The last method is the most difficult and the most dangerous.