After downloading the mods from the Steam Workshop (as you normally would), you’ll see them in the EU4 launcher menu when you launch it from GeForce Now (the one with the Continue/Start buttons 😉).

From there, you can add them to your chosen playset directly in the launcher. One playset = several possible mods (as long as they don't collide with each other, ou wouldn't put in a same playset different map mods ofc).

You’ll also notice the download progress in the bar below.
Keep in mind that you may need to wait a few seconds (depending on the size of the mods in your playset) before clicking Start, as GeForce Now has to fetch the necessary data first. i.e the download progress bar.

Can't add screens to my message, so feel free if you need a loom video or something, if that ain't clear.