If the mod features an automated installer (like an .exe script), run it. It will read your native data.win file, inject the colored spritesheet textures, and output a newly patched file. If using xDelta manually, apply the .xdelta patch to your original data.win .
For a guide on how the files are structured or how to troubleshoot installation, you can refer to the Undertale Wiki - Sprite Files Undertale Colored Sprite Mod 1.08
: Modding can add new content or change existing content in a game. However, it can also potentially cause issues if not done correctly. If the mod features an automated installer (like an