Well Im trying to install the Trickshot bot but I don't know where my mod folder is.

It should be where you run the game. If it isn't there. Make it.

Just create the folder "mods" in your games root directory.

Okay im gona tell you how to do go to start and search after Program Files //i think you need (86) and then go into Steam and then go steamapps and call of duty modern warfare 2 and when you are there make a new folder wh names 'mods' and then take all mods you want in it...