The notion of an operad supplies both a conceptual and effective device to handle a variety of algebraic structures in various situations. Operads were introduced 40 years ago in algebraic topology in order to model the structure of iterated loop spaces. Since then, operads have been used fruitfully in many fields of mathematics and physics. This monograph begins with a review of the basis of operad theory. The main purpose is to study structures of modules over operads as a new device to model functors between categories of algebras as effectively as operads model categories of algebras.