How do I install a new plugin?

I found one I like, downloaded it, and I see it’s a ny file for this particular one. How do I open it or where do I put it? I couldn’t find a sticky topic for this question. :blush:

Assuming that you are using Audacity 2.2.2, see here: https://wiki.audacityteam.org/wiki/Download_Nyquist_Plug-ins#install