First, make sure you have downloaded the extensions. They reside in a zip file. Unzip the contents of the zip file to the same directory that has the module that you will load. This should create a folder with the same name as the module except that it will end with "_ext" instead of the file extension (".mod"). Once this is accomplished, Start Vassal. On the first Vassal screen, click on the "Play Vassal" button. Highlight your Vassal module and click on open. The extensions should all load up. You will know because the chat window will display something like this:
- Miniatures Skirmish Game version 1.12.4
- Extension EC EXtension 4_0 v3.1 loaded
- Extension Epic_Maps_1-1 v0.0 loaded
- Extension Iconics 1_3 v1.0 loaded
The Epic maps appear towards the bottom of the list of maps with the phrase "(Epic)" in front.
If this doesn't work, you will need to post what steps you have accomplished. Have you been on Vassal at all for instance?