Modal verbs, are a type of auxiliary verb or helping verb. English has ten modal verbs:

can		could
may		might
shall		should
will		would
must		ought to

Modals express the mood of a verb. They express ability, possibility, necessity, or another condition. They are used with a main verb to form a sentence or a question. Modals are not conjugated, have no tense, and cannot be used without a main verb, except in question tags and short form answers to questions where the main verb can be inferred.
When used with modal verbs (except ought), main verbs always remain in the infinitive without to.
In a statement the word order is subject + modal + main verb.

subject	modal	main verb
They	can	come.
Mike	should	walk.

In questions, the word order changes to modal + subject + main verb.

yes-no questions
modal	subject	main verb
Can	they	come?
Should	Mike	drive?

wh- questions
wh- word	modal	subject	main verb
When	can	they	come?
How	could	he	know?

The above is freely adapted from: http://www.elearnenglishlanguage.com/esl/grammar/modalverbs.html A thorough and clear explanation of modal verbs.

Exercises:
http://www.autoenglish.org/modalverbs.htm Some irritating graphics on the home page, but comprehesnive links to explanations, exercises and printouts.