Direct X plugs need to be registered (installed) in Windows. This is so N knows how to find the plugin. If you're working with a Direct X plug, there should be an install program. You can install it in any folder you like.
VST plugs don't need to be registered. Simply copy the .dll file into the N VST folder (program files/n-track studio/VST Plugins by default). Next time you launch N, it'll find new VST plugs automatically.
To load either type into a song, select a track and click the DSP button (or right-click just below the track EQ). The Effects box will pop up. You can select any plug that N finds from there.
tj