When you've downloaded a mod for the demo. Go into "Your" computer and find your "LucasArts" folder. Open it and enter the following folders.
Starwars Empire at War Demo ---> GameData ---> and stop there.
You should now have folders to open: Data, MSS32, Recordings, ScreenShots.
Now, open the Mod downloaded, its usualy compressed with either WinAce or Winzip so if you have either this shouldn't present a problem for you. Open the mod zip so you'll see a Data file and a readme.txt file within the zip.
Copy the "Data" file from the zip to the open folder so that it will overwrite the current Data file. It usualy overwrites them automaticly by giving you a choice to select Overwrite "Yes, Yes to all, No, No to all", press Yes All when you've put the copy'd Data folder into the GameData folder.
Now some mods may include a SWeaw.exe. I suggest you start the game through that and not the shortcut placed on your desktop
-Note: Some mods may have XML, Script, Art, Texture folders in them. In that cause you should open the following folders to access these folders.
Starwars Empire at War demo ---> GameData ----> Data ---and stop there.
After that its basicly the same thing. Copy the files from the WinAce/WinZip into the folder thereby overwritting the original folders in there. If no sweaw.exe followed with the mod, then just start the game through your desktop shortcut.
Hope this has helped ya mate, if not, lemme know what keeps troubling ya.