kldstat is used to list all the modules loaded into the kernel, for example :
shell> kldstat
Id Refs Address    Size     Name
 1   10 0xc0400000 3e6638   kernel
 2   15 0xc07e7000 5d2f0    acpi.ko
Modules are stored on disk in /boot/kernel/. They can be loaded using kldload and unloaded using kldunload.