You should not need to create a “plug-ins” folder in the Audacity folder - it is already there. Make sure you are using Audacity 2.0.6 from Audacity ® | Download for Mac OS.
Be sure to follow these installation instructions to the letter: Installation: Do NOT run Audacity from the DMG!!!. If you do not install Audacity correctly, it won’t be able to see any Nyquist plugins (but it should give you an error message about that). Have you seen that error message? Do you see “Click Track” in the Generator Menu in Audacity?
Noisegate.ny should be in the “plug-ins” folder alongside clicktrack.ny, clipfix.ny and other .NY files.
If noisegate.ny is inside a “NoiseGate” (or any other) folder in the “Plug-ins” folder, Audacity will not see noisegate.ny.
If that still does not work, Audacity > Preferences…, choose “Effects” on the left, and under “Enable Effects”, put a tick (checkmark) inside the “Nyquist” box. Click OK.
If you have any more questions please say what version of OS X you are using.
Gale