Loading kernel modules temporarily
Run modprobe <module_name> as root, same as any other system.
Loading kernel modules on boot
Navigate to the /etc/modules-load.d/ directory.
Here, you may create a .conf file to modprobe a specific kernel module during boot. Simply put the name of the kernel module you'd like to have load on boot in this file.
For example,
(1) sagittarius ~ > cat /etc/modules-load.d/zram.conf
zram
(0) sagittarius ~ >
You may have as many of these as you want/need.