Nyquist plug-ins are plain text files with “.NY” as the filename extension rather than the usual “.TXT” extension.
Nyquist plug-ins only work in Audacity. You cannot “run” a plug-in directly, it must be “installed” into Audacity, and then “Enabled”.
(Please ignore the video - it’s wrong!)
Note that some plug-ins may be wrapped in a ZIP file. In this case it is necessary to extract the contents of the ZIP file. Extracting the ZIP archive will produce one or more files. Sometimes a help document is included in the ZIP file, or possibly some example files. Look for the “.NY” file - that is the plug-in file that needs to be installed.