What are Fan Missions?
Fan missions are custom scenarios built with ShockEd, System Shock 2's scenario editor. They are entirely separate from the main game, similar to how Minerva is a Half-Life 2 mod that's launched separately from Half-Life 2. You'd have to relaunch in order to play the main game.
ShockEd as well as tutorials and other resources are available for download from the main fan site. Fan Missions can be found there as well.