I am not sure I understand the question but...
On a Mac they go in MacintoshHD/Library/Audio/Plug-Ins/VST - I tried out AudioDamage Dubstation and the Tal Noisemaker and they worked.
On a PC they can go anywhere I think as long as you name the folder in Max preferences - typically though they self install to c://programs/steinberg/vst or something like that.