You can extend or alter Drupal behavior using Drupal contributed modules. Drupal has many default useful modules like blog, contact etc. You just need to enable default module from Drupal Administration -> Modules page(admin/modules). There are many contributed modules available in drupal.org, You can download contributed modules from drupal.org and use for your Drupal website.
How to install/enable Drupal module?
Just for example, Explain you how to Install Pathauto module.
1) Download the Pathauto module and extract in module folder (sites/all/modules).
2) Navigate to Drupal Administration -> Modules page (admin/modules) enable module and click 'Save Configuration'.
You can install module using 'Install from a URL' option from Administration -> Modules page also.
Uninstall Drupal module
Navigate to Drupal Administration -> Modules page (admin/modules). Disable Pathauto module and click 'Save Configuration'.
Navigate to Drupal Administration -> Modules -> Uninstall page (admin/modules/uninstall). Select module and click 'Uninstall'.