Put them in the modules root, e.g. /modules/com/acme/mymod
It's not that obvious since a fresh AS has no example user modules like that.
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I use modules/add-ons/XXX/com/acme/mymod for my custom modules and modules/layers/XXX/com/acme/mymod for patches of current JBoss modules. Here are some explanations, but it looks more like a draft.