The modules.ini file in your addons\amx\config folder contains what modules run in your server. Some plugins require more from AMX than it is capable of in it default state. So its core functionality is expanded by adding more modules, which allow plugin authors to do more as well.
Note that as of v0.9.9, AMX doesn't need you anymore to specify your modules path: it will look for them in addons\amx\modules.
This is what the default modules.ini looks like:
(Note that a semi-colon ; was inserted at the beginning of the original lines. This prevents them from being used without deleting the original lines.)
Modules can be found at these two locations on the AMX site:
(Note that some modules require an entry in the metamod\plugins.ini. Those whose names contain '_mm' do need to be declared to MetaMod, others like MySQL, MThread or GeoIP do not.)
Once your modules are declared, start up your server and type meta list. This lists MetaMod's plugins. You should get something like this:
You can also type amx modules to list the modules AMX has loaded. It should look like this:
Note the 'type' column: modules that contain 'amx&mm' have to be declared in MetaMod's plugins.ini. Others (MySQL in this example) don't.
Module downloads may include files with the .inc extension. It's important that these files get in to the addons\amx\examples\include folder. As you compile plugins that use these modules, the .inc file(s) that came with the modules are required for the plugins that use them to compile.