From the Apache 2 Documentation
There are two ways for a module to be compiled and used with Apache. Modules may be statically compiled, which means that they are permanently included in the Apache binary. Alternatively, if your operating system supports Dynamic Shared Objects (DSOs) and autoconf can detect that support, then modules may be dynamically compiled. DSO modules are stored separately from the Apache binary, and may be included or excluded from the server using the run-time configuration directives provided by mod_so.
I'd gather from that statement, it'll be something to kernel compilation... ie. Some features you can build in, and some you can load in at runtime (via modprobe).
In the case of Apache, you can define loadable modules in your httpd.conf file.