Plugins for After Effects are very simple to install. Some plugins even include an installer that takes care of everything for you, but if you have a plugin that is just a .aex file, it must be installed manually. To do this, simply copy the .aex file into the After Effects Plug-ins folder:
C:/Program Files/Adobe/Adobe After Effects YOUR VERSION/Support Files/Plug-ins/
~/Applications/Adobe After Effects YOUR VERSION/Plug-ins/
If you would like, you can create your own folders within the 'Plug-ins' folder in order to organize your files, however these folders will have no effect on how After Effects organizes your plug-ins within the program, it would only be for your own organizational needs on your file system.
Once the .aex file is somewhere in within your Plug-ins folder, start up After Effects and your plugin will be available. If it is an effect, it will be under the 'Effects' menu, however, not all plug-ins are effects, so it may appear elsewhere.