Yes. The game’s integrated mod downloading feature will subscribe you to the list of mods required to enter the server and order them once you join a modded server.
Note that the game will restart every time you enter a modded server in order to arrange the mods list. You can manually order the mods to prevent the restart.
For more information, you can visit our excellent fan-maintained Conan Exiles Wiki page, which contains more information about Modding topics, or the non-official Modding Discord where you can keep in touch with the Conan Exiles modding community.