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Here are the different sub-topics of the Art discipline of modding. For each sub-category, a number of tutorials are listed; generally the easiest to follow will be listed on top for each sub-topic. Beginner Level tutorials are very basic and fundamental; others should not be tried until these are complete. They may also include common simple tasks from this discipline. Intermediate tutorials are more advanced and often more specific; they will teach you all of the necessities of modding, enough to create a mod. Advanced Level tutorials are for more experienced modders, looking to push what is the expected norm.
If you are not familiar with modelling you may want to read Art for Total War - Terminology.
Here are program-specific tutorials for learning programs. These are not necessarily TW-specific, but are high quality tutorials relevant to the programs and tools.