To "do lsmod": Open a terminal, write "lsmod" (without quotes) and press enter.
To "Open a terminal": It depends on what you are using.
- If you are in text-mode and working with linux, then you are already in a console (or terminal).
- If you are using X with (let me say) KDE, you should be able to find a program "X-Terminal" or "Console" or "Konsole" or something like that in the menus. Same applies, I guess, for most of the Desktop or Windows managers.
- Anyway, you can always press CONTROL+ALT+F2 and login and then "do lsmod". To go back to X, logout (do "exit") and then CONTROL+ALT+F7.