Hi, Rephill
Normally plugin authors will include documentation on how to install their plugin(s). If you need to get a plugin up and running in a hurry, you'll need to create a new folder in VA's installation folder, under the, 'Apps' folder. Your folder can be named anything you want.
So, if your VA installation path is 'C:\Program Files\VoiceAttack' and the 'Apps' path is 'C:\Program Files\VoiceAttack\Apps', you need to create a folder called, 'MyPlugins': 'C:\Program Files\VoiceAttack\Apps\MyPlugins'. Then, put your plugin files in that directory. Turn on Plugin Support on the Options tab and restart VA. VoiceAttack will then find your plugin (if everything goes right, you'll see it in the Plugin Manager).
You can view the instructions that plugin authors use by going into VA's help documentation and search for 'VoiceAttack Plugins (for the truly mad)'.
Hope that helps!