Can someone explain how extensions work ?

Unfortunately the help texts on this are very short and not very descriptive.

Can someone give some hints how to make proper extensions ?

I have a module and want to add some scenarios to it. First I did this via predefined setup and savegames. But this way the game pieces (who are very large in size only in the scenarios) have to remain in the main game module.
I would like to have a small game module and adding the larger scenario files as extensions.

Could someone give a clear step-by-step instruction what to do ?

Important: What is the right file extension for a module extension ?