How to INSTALL *.UMODs - FOR PCs (IDK ABOUT MACS or LINUX)
Manually add entries or copy the text below into notepad and save as a *.REG, then run it (save it as installumod.reg for clarity)
EDIT: "F:\SteamLibrary\steamapps\common\Unreal Tournament" is WHERE I HAVE UT AT, YOU WILL HAVE TO MODIFY THE ADDRESS TO WHERE YOUR UT IS LOCATED (UT99)
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REGEDIT4

[HKEY_CLASSES_ROOT\.umod]
@="Unreal.Module"

[HKEY_CLASSES_ROOT\Unreal.Module]
@="Unreal Module"

[HKEY_CLASSES_ROOT\Unreal.Module\DefaultIcon]
@="F:\SteamLibrary\steamapps\common\Unreal Tournament\Help\Unreal.ico"

[HKEY_CLASSES_ROOT\Unreal.Module\Shell]
@="open"

[HKEY_CLASSES_ROOT\Unreal.Module\Shell\open]
@="&Install this Unreal module"

[HKEY_CLASSES_ROOT\Unreal.Module\Shell\open\command]
@="F:\SteamLibrary\steamapps\common\Unreal Tournament\System\Setup.exe install \"%1\""

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double click UMOD and it should install!

Thought I'd add there's a few other ways to get this done.

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One is to download a little program which will add the registry entries for you once you give it the path to the UT99 folder, think of it as a more automated alternative to creating or editing a registry file and importing it. On a personal note regarding this option, once you install the program you can copy the file "UT99RegFix.exe" from where you installed it and paste that file into your UT99 game folder so if in future you ever need to add the registry entries again it's very quick and easy, once you've copied the file over you can just uninstall the program as it's not the kind of thing you need "installed".

(I honestly don't know why the developer decided that something of this nature needs an installer but anyway)

It may be worth noting, if I remember right this will also add other registry entries for the game along with the umod entries, such as for uninstalling and .unr entries for map association etc.

UT99 Registry Fix
http://www.ego-creations.de/index.php?f=files&T=2&S=1

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Another option, is extracting the umod files. Think of them as a zip file with some extra information (which the Setup.exe in the system folder uses to make it seem like an installer). This could also help if you want to install a umod on non Windows systems, provided you can first extract the umod of course. Once you've extracted a umod it should be easy to see how to install it by coping the corresponding files/folders into the games folder, though I would avoid replacing any file called either "Manifest.ini" or "Manifest.int".

I prefer this option as once the files have been extracted you can store them however you like, perhaps adding them to a big pack you've compiled for yourself of your favourite maps and mods so you can install them all in one go from a single file. Also once you've done this you won't have to worry about dealing with the umod file in future should you reinstall.

Just search the following page for
UMOD Extractor
http://www.acordero.org/projects/