Open the launcher and click on Minecraft Dungeons in the left sidebar, then on the Installation tab at the top.
Go to the folder shown under "Minecraft Dungeons Installation".
If this folder path is just a drive letter, for example C:, or D:, it means you own the Microsoft Store/PC Game Pass version of the game, not the launcher version.
In that case, forget about these steps and go to the Microsoft Store/PC Game Pass version guide instead. Otherwise, continue through this guide.
From the installation folder, go to dungeons\dungeons\Dungeons\Content\Paks
Create a new folder here called ~mods (Yes, with a ~) and put your mods in this new folder.
When you want to launch the game, do it by running the Dungeons.exe file in your <install folder>\dungeons\dungeons folder.
Running the game through the launcher will remove any mods you have installed.