Currently in the mod we have four religions.
The Old Gods
The Seven Faced God (The New Gods)
Rh'llor (The Lord of Light)
The Drowned God.
Every Village and Town will be part of a religion, this is determined by the 'majority' in that village or town. The majority is influenced by the Faction that owns that center, which means of course each Faction also belongs to a religion.
Upon game start you will get the chance to choose your religion, though choose carefully as this will directly influence your popularity within the towns and villages which in turn will effect who will be willing to fight for you. What this also means is you can 'convert' towns and villages to your own religion through different means.
Each religion has special characters that you can either find in certain places or travelling around to different locations. These guys currently provide a way for you to gain reputation and relations bonuses through sacrificial means. If you see a drowned man and have some prisoners you can sacrifice them to the Drowned God for some relations bonus with the Drowned God religion and any factions that currently follow that religion. These NPC's also offer you the chance to convert to a different religion plus many other things. You can also find several parties roaming the map that you can also interact with, or maybe just slay on the battlefield if your that way inclined.
Theirs much more to the religious system in A World of Ice and Fire Modification that i havnt mentioned yet or indeed added (which it will be forever added on). So you can see it plays a very important part within the mod and whatever religion you choose will directly impact your gameplay tactics, decisions and how the world will react to you and of course who will fight with or against you.
This is just one of the many features in the mod that will fully immerse you within the world of ASOIAF.
Please note this writeup is only applicable to version 0.5.0+
Sounds really cool , great work!