I miss some sticky threads here explaiing how to install the custom levels and mods. I browsed through various threads and can't find any explanation where to copy the *.goomod files ... :'(

You need to download and install davidc's Gootool to install the Goomod files. Hope this helps!  :D

Yeah, check davidc's site above. As for where to put them, it doesn't matter, gootool uses them like installers. I personally have a folder in the WorldOfGoo directory called Mods where I stick them all, just to keep them tidy.

Once Gootool is installed (latest version 0.10.2) just download a goomod file on your desktop and double click on that goomod file.

The file type association will do the rest (it will copy the goomod file into your GooTool save directory).

To play the level you'll need to first install GooTool version 0.9.7 or later. You can get that on goofans.com. Extract it to a directory somewhere and run gootool.exe in the bin directory.
Then download A level and save it to your Desktop.
From GooTool, go to the "Mods and Levels" tab and click "Install new addin" in the bottom left. Browse to your desktop and select the goomod file you just downloaded.
If this is your first time using GooTool, you'll need to give it a custom directory to build your World of Goo in. GooTool doesn't overwrite any of your World of Goo files, so you need to give it a new, empty directory to build in.
Now just click "Save and Launch" and give GooTool a few minutes to do its job. The first time you do this is quite slow.
then the level is on the far top-left of Chapter 1.  ;D