extract it to your plugins folder, then edit the plugins.txt file so is has a description of the plugin, then the plugin .exe name.
Example of what to add if your plugin was called skim_milk:
; This plugin makes skim milk comes out your nose
amx_skim_milk
the already existing plugins.txt file that comes with the amx mod should be pretty easy to follow as guidelines. Besides, with every amx plugin u download, it comes with instructions for what to do. So you SHOULDNT have a problem.
Getting the plugin to work is a different story. Some plugins are auto-start-- like the amx_kick_high_ping plugin that automatically kicks a player if his ping is above 250 over a short time period. Other plugins like amx_slay_2 need to me activated from teh console. All you do is type amx_slay_2 <user>, where <user> is where you would type the player's name that u wish to slay. Most amx plugins that are used from the console will be in the forum of [amx_plugin_name] <on/off || 1/0 || user_name/ID>