Icenhancer is a graphics mod yeah
first thing that's useful to know about Gta 4 modding is that instead of adding files like in most games, you mostely replace original (default) files. The first thing you want to do is update your game to the latest patch (if steam doesn't already do that automaticly). Then get either SparkIV or OpenIV (or both) these are programs to install mods like weapons, cars and player items.
Say you want to install a gun, just download one from gta4-mods.com .. then you'll have a .wtd and .wdr file. Open up the program you downloaded (openiv or sparkiv) and browse to models/pc/cdimages. THen open up the weapons.img and search for the gun with the same name as the one you have the .wdr and .wtd for (for instance w_glock for the pistol). In SparkIV hit the big import button and select the two files, in OpenIV go into edit mode and right click the files (one by one) and select replace. In SparkIV you also have to press save before you exit.
Most mods are installed that way, just make sure you read the readme