The following list shows plugin packages. In some cases, a package contains just 1 or 2 plugins; in other cases, dozens.
Installation will vary a little depending on how you get plugins. If your repository has a particular plugin package, just install it using the normal software package management tool for your system. Most Linux distributions that are good for audio work will have most of the LADSPA and LV2 plugins mentioned above available in ready-to-use forms.
Finding them will typically require searching your distribution's repository to find the name of the package. The tools for doing this vary from distribution to distribution. A good place to start searching is with the name of the package (e.g. "caps" or "cmt"). There are no fixed rules about what different Linux distributions call their packages for a given set of plugins.
If the package isn't available, then you can build the plugins from source (plugins are generally fairly easy to compile if you've ever done this sort of thing before).
LADSPA plugins are shared library files. They need to be installed in either /usr/lib/ladspa, /usr/local/lib/ladspa or in a directory mentioned in your LADSPA_PATH environment variable.
LV2 plugins are folders/directories. They need to installed in either /usr/lib/lv2, /usr/local/lib/lv2 or a directory mentioned in your LV2_PATH environment variable.
Linux VST (LXVST) plugins are distributed as shared library files. They are typically installed in /usr/lib/lxvst, /usr/local/lib/lxvst or a directory mentioned in your LXVST_PATH environment variable.
Unless you're a particularly technical computer user, building and installing plugins in the LV2 (or LADSPA) format is probably not something worth planning on.
Most of the plugins you are likely to use on OS X will be in Apple's AudioUnit format. These have their own installation process that tends to just work.