You need a VST Host app, like FLStudio or something. Then using the app, you can use the plugin.
Ableton is another good one. Ableton will actually let you use plugins live and hear the effect realtime, while you strum your guitar plugged into the computer.
There is also a freeware multitracking app called Kristal Audio, which has a "LiveIn" option that'll let you host VSTs and play an instrument thru them realtime.