Desura supports the ability for mods to install in this way (refereed to as complex mod install) and here are some important things you should know about it.
How it Works
Complex mods works by not installing the mod till the user requests to run it. Thus when launching the mod, Desura checks to see if the mod conflicts with any game files and backs the files up, then installs the mod files and launches the mod. If another mod is selected to launch (or the game it self) Desura uninstalls the complex mod and then re-installs the backed up game files before launching/installing that mod.
Before Installing Complex Mods
Please make sure you remove any installed mods (not using Desura) from the game before installing a complex mod. This ensures that the game files are correctly backed up by Desura and that uninstalling of the complex mod leaves the game in a playable state.
Installing Game Updates
If you need to install game patches or expansion packs you need to make sure that no custom mod is currently installed otherwise Desura might revert some of the updated game files when it uninstalls a mod. Make sure you run the game at least once from the Desura Application as this will uninstall any complex mods.
A Word of Caution
Although Desura takes the utmost care in installing complex mods and backing up game data, sometimes game files can get messed up and this will result in a need to reinstall the game it self. Please dont delete random Desura files (as these may be your game backups!) and also check with third party mod installers to see if they mess with the way Desura works.