If they are important for a mod, then they must be packed inside a .x2m file. If you find them elsewhere and the mod you downloaded wasn't a resource pack / something for modders to further mod with, then it's 99% probable the uploader made a mistake when creating the file / included extra files where they weren't meant to be.

If however your mod is (for example) a vanilla character roster replacer (change model of Chronoa for example), then all files will be just loosly placed in a folder and in this case all of them are important. As long as the mod's stated supported version is equal to the current game version, you can place them all where they belong (the mod will/should have an installation guide) and click "Replace" on all prompts. If the shown supported game version for the mod is inferior to the current version, then it could mess some things up and in that case it is better to wait for a mod update / contact the mod creator.