I am not an expert - but mods can be used both online and offline for GTA 4 I think, most common mod I think is the trainer, from what I hear it is kinda like a mastermod, lets you spawn cars, guns, npcs, enable god mode etc etc etc. Both online (in specific mod only rooms) or offline (as niko)
PS - for future reference this type of question should be in
modding section (just some friendly advice since you are new)