I think you are getting confused between “modules” and “plug-ins”.
A “module” needs to be specifically written for Audacity and compiled from the source code at the same time as Audacity is compiled.
There are currently 3 modules available, but they are only available as source code. “Modules” are still an experimental feature.
A “Plug-in” is an add-on feature that can be loaded into Audacity on demand.
Audacity has pretty good plug-in support and there are hundreds of plug-ins readily available for Audacity.
On Linux, Audacity supports:
Nyquist plug-ins (full support)
LADSPA plug-ins (partial support)
VAMP plug-ins (partial support)
Nyquist Plug-ins:
There are a load of plug-ins available on the Audacity wiki: http://wiki.audacityteam.org/wiki/Download_Nyquist_Plug-ins
Installation instructions: http://wiki.audacityteam.org/wiki/Download_Nyquist_Plug-ins#Installing_Plug-ins
We also have a section on this forum dedicated to Nyquist programming and Nyquist Plug-ins: http://forum.audacityteam.org/viewforum.php?f=39
More information about plug-ins:
http://audacityteam.org/download/plugins