Sometimes, modders include a statement in the main post of the thread where their mod can be found which grants use rights (which may be subject to some conditions, e.g. "cannot be used for commercial products, mods for other games, etc") to anyone who wants it, sometimes they say "ask and permission will be granted, but do ask first," sometimes they refuse use rights for all purposes. So start by checking the thread and looking for something that indicates the mod creator's position on use. If there's nothing in the thread which explicitly grants permission for you to use the mod as a part of your mod, then you ask the mod's creator for permission, perhaps with a post in the thread, or perhaps with a private message.
Beyond that, in any work you do, if you're making use of someone else's work in something that you're distributing, credit them for their work, preferably in something that gets distributed with whatever you used their work for as well as at the primary distribution site. With a mod, that means a readme.txt or something like that included in the zip folder as well as somewhere in the first post of your mod thread. If the work of those other people is not open for use without the creator's permission, indicate that when you credit them, and if you give permission to other people to make use of your own mod, make certain that they know that the permission you granted only applies to your own work and to any content from other people which is open for all to use.