As stated in the title, my question regards sheaves on a GIT quotient. Let me fix the notation: $G$ is the group scheme acting on the scheme $X$ and both $X$ and $G$ are $k$-schemes. Searching online I found the theorem that states that in nice cases (e.g. if the action is free), then sheaves on $X/G$ are the same thing of equivariant sheaves on $X$. Let us consider this case. The notion of an equivariant sheaf is difficult to deal with, so I tried to reduce to the affine case and work out what happens, but I wasn't able to do it.
I know that if $M$ is a $R-Mod$ and $G$ is a group acting both on $M$ and $R$, for $M$ to be equivariant means that the multiplication map $R \otimes M \rightarrow M$ is $G$-equivariant. I expected to recover this notion for sheaves up to pass to the affine case. If $G = \text{Spec} R'$ and $X = \text{Spec} R$ then an action of $G$ on $X$ is the same as a map $\phi : R \rightarrow R \otimes_{k} R'$. Therefore, for an $R$-module $M$ (thought as a sheaf on $X$) to be equivariant means that there exists an isomorphism of $R \otimes_k R'$-modules $$ M \otimes_R \left( R \otimes_k R'\right) \rightarrow M \otimes_R \left( R \otimes_k R' \right) $$ where the tensor product on the left is the one given via $\phi$ and the other via left multiplication on $R$. How do this relate to the notion of equivariant module?
Moreover, once I know that a module is equivariant, is there a way to understand which is the module $\overline{M}$ on $X/G$ such that $\overline{M} \otimes_{R^{G}} R \simeq M$?
I didn't find references for these things, so any reference would be very welcome.
So unfortunately my source had forgotten some of the details, so this is probably not perfect. I also found that a discussion of this is indeed in Representation Theory and Complex Geometry by Chriss and Ginzburg; with their help I was able to figure it out (I think, I'd be happy to discuss this further). Most of my answer below is paraphrased from that.
As you say in the description, from an affine group $G$ acting on an affine scheme $X = \operatorname{Spec} A$ (assuming both are over a field $k$ for simplicity), an $\mathcal{O}_X$-module $\mathcal{M}$ comes from an $A$-module $M$, and the two maps $G \times X \rightrightarrows X$ (the action map and projection respectively) give two maps $\tilde \sigma, \tilde p_2: A \rightrightarrows \mathcal{O}_G (G)\otimes_k A$. Now if we assume that $\mathcal{M}$ was equivariant, we have an isomorphism $\sigma^* \mathcal{M} \cong p_2^* \mathcal{M}$, which when we take global sections, means that $\phi: \Gamma(G\times X, \sigma^*\mathcal{M}) \to \Gamma(G\times X, p_2^*\mathcal{M})$
Now I claim that $M$ admits a structure of a $G$-module. First though, note that one can formulate the notion of an action differently. Let $\operatorname{Map}(G,M)$ denote the vector space of arbitrary maps (this is verbatim from Chriss and Ginsburg, but probably 'arbitrary' is not right), then an action of $G$ on $M$ can be given as a map $M \to \operatorname{Map}(G,M)$. Indeed an action (in the ordinary sense) is a map $f:G \times M \to M$, so simply defining $m \mapsto f(-,m)$ gives a map $M \to \operatorname{Map}(G,M)$. Conversely, suppose we have a map $\varphi:M \to \operatorname{Map}(G,M)$. Then we can define an action by $g.m = \varphi(m)(g^{-1})$.
Now define the action of $G$ on $M = \Gamma(X,\mathcal{M})$ to be the composition $$M \overset{\sigma^*}{\to} \Gamma(G\times X, \sigma^*\mathcal{M}) \overset{\phi}{\to} \Gamma(G\times X, p_2^*\mathcal{M}) \cong \mathcal{O}_G(G) \otimes_k \Gamma(X,\mathcal{M}).$$ Note that $\mathcal{O}_G(G) \otimes_k M$ lives in the space of maps as $\sum f_i \otimes m_i (g) = \sum f_i(g) m_i$ is a map from $G \to M$.
That this is compatible with the multiplication and such, I am told comes from the cocycle condition (I didn't verify this though).