I was just wondering if there is any stuff like mod, plugin, e.t.c or way or even make a modded server and join the it without adding the mod to minecraft folder (%adddata%/.minecraft/mods).
That depends a lot on the mods. Some mods like Optifine are only needed on the client side. Some mods that only affect the server are only needed on the server side, and for some mods both are needed.
But usually the rule of thumb is if the mod adds anything vanilla Minecraft can't do it's at least needed on server side, if it's something the only player can see it's probably needed on client side only. If it needs special info from the server, it's both sides.
So far i haven't come across a method of giving player the mods from the server upon joining. (this would create alot of issues anyways. say for example the server gave you a mod that steals your login data etc.)
Datapacks and server plugins for spigot, bukkit etc on the other hand work for everyone by default.