In-game download centers can get extremely annoying. If you dare include one, it needs to actually have some thought put into where it goes and how it works. Two examples:
1 ) The in-game store for Burnout: Paradise is horrible. While scrolling through the menus, if you aren't paying attention and scroll to the store page, it makes you stop what you're doing for a few seconds while it loads. The content you haven't purchased yet is mingled in with what you haven't, but trying to use it brings up the store and makes you stop what you're doing for a few seconds while it loads. Accidentally driving onto the bridge to the island before you buy it brings up the store and makes you stop what you're doing for a few seconds while it loads. The same files are accessible through MS's existing browser in the dashboard. The game just SCREAMS "Buy all of me, asshole!" Have I said it enough?
2 ) OpenTTD now includes a content browser. There is one clearly labeled button on the main menu. The browser itself is fast, and the downloads are either relatively small or relatively fast. It didn't REALLY need one in the first place because most content is in clearly labeled threads on the forums, and there is already a tracker website.
In short, I generally think it's NOT a good idea. However, what I would greatly appreciate is a function on the right click menu for renamed ZIP files (Assuming that's what the mods will ship as) that says "Install Driftmoon mod" that runs a script that does everything for you. If you still want a download managet, I would want to use an external general-purpose Driftmoon mod manager (Import, export, change container, browse and download, etc). If the game became big enough, it could eventually be upgraded to support browsing for SVN'd mods and everything, and you'll never have to touch the game binaries. What I'm generally thinking of as I describe this is SpringDownloader, which I like very much except that it does manage to crash if I abuse it enough (Prolly .NET's fault).