Absolutely glaringly wrong. Mods do not get placed in My Documents location. You need to go to the games actual installation folder, for Steam or GoG, and place it the mods folder there instead.
Keep in mind that the Xmod is an actual mod, meaning you use Custom to play it - the directions for the other stuff however is for themes, which affect the base game. Themes go in the Documents location. If you are only intending on using Xmod you would ignore anything to do with the Documents location.