I'm not certain what you mean by "external modules". If you simply mean modules that are located elsewhere on the filesystem, use the --path option.
You can also do the following:
import myproject/mymodule
For that to work, myproject has to be a folder containing mymodule.nim and myproject has to be on a path Nimrod knows about, either provided by --path, relative to the current directory (can be a symbolic link, too), or via Babel.