If you only want to use Nyquist plug-ins, then there are many free Nyquist plug-ins available here: https://wiki.audacityteam.org/wiki/Download_Nyquist_Plug-ins
If you want to learn how to create and / or modify Nyquist plug-ins, then there are many resources available: https://forum.audacityteam.org/t/manuals-and-reference-material/32817/1