'We expect a majority of popular modifications to work from the get-go with this update, however, there may be some compatibility issues with others,' SCS say. You can run Convoy with mods not on the Steam Workshop, but players will need to find the downloads manually. The Convoy mode server browser will notify you when a server is modded, and pop open helpful Steam Workshop windows to download any mods you don't have.
Multiplayer mod support arrived with update 1.42 yesterday.