Some software (like Steinberg's Wavelab) will run VST and DX effects. Sonic Foundry's Sound Forge (at least the version I've got, version 4) will only run DX (Direct X) plugins.
RTAS and TDM are another pair of plugins, RTAS runs on Pro Tools, not sure what TDM runs on.
They aren't Mac or PC dependant (Wavelab on PC should run everything that Wavelab on Mac will run).
So check the homepages for the software you want to run, under "features" or "specifications" it should say what flavor they want.
and check out www.thepluginlist.com for links to tons of plugins, in all flavors, including tons of free ones!