There are quite a few other modules listed on the module configuration page included with this distribution which have not so far been mentioned. Some are running; others are turned off. You can also load other contributed modules by downloading them from drupal.org and installing them yourself. Make sure that they are for Drupal 4.6 or they may not work.
Always remember that whenever you enable a module that has been turned off, you may need to set any permissions the module might have associated with it in order for users to have access to the module.
Once you've created a new module, to access it follow your site name with a slash and the name of the module listed in the module configuration area. For examples, look at the URL's present in the navigation header.
Consult the Modules and features section of the handbook for additional overviews of core and contributed modules.