So you can subscribe to more mods than you want active at any one time and you can have them downloaded on your computer and ready to go whenever you want them to have an effect in-game. You can also choose which mods you want active via the checkboxes for each one. This will show all the Workshop items you are subscribed to and the download progress of them. Once you have subscribed to items in the Workshop, when you next load up the game you can see these mods by clicking on the Mod Manager button in the launcher. The tags can be used to filter for mods of different types, so if you just want to find mods that add new units, the Units tag is the one for you.
You can browse the Workshop for mods you would like to have in your game and subscribe to them. The Rome II Steam Workshop is a directory of user created modifications for the game that can alter many different areas of the game, from simple balance mods to adding new units to changing the graphics in the game.