Yes, but many older mods come in *.cwd format. He's asking how to open them, not how to make them, so I'd presume he wants to play an old mod.
So far as I know, the only way to
run them in StarDraft, but some program such as WinMPQ may be able to open them and extract the files, or it may be possible to acquire the *.cwd editor from StarDraft independantly.
Don't take anything I say about them as fact though, I haven't touched StarDraft in a long time.