ejabberd modules installed ??

I am trying to install Restfull Module that isn't included in the list. And I am also unable to find the location where I should put the Module source code. 

Please explain.

You will find an "installed modules" section in the ejabberd.cfg file located usually in /etc/ejabberd/ejabberd.cfg. Enabling a module usually just requires uncommenting or add the name of the "mod_xxx" that you want and providing the additional parameters it needs.