Plugins are bits of software that get loaded by Ardour in order to:

Create various audio or MIDI effects
Generate audio by functioning as "software instruments"

They are usually written by 3rd parties, though a few come bundled with Ardour (some are only available in official builds distributed from ardour.org). The sources for plugins are many and varied; see here for some information on how to get them.

Ardour supports a variety of different plugin standards:

LADSPA	An early, simple, lightweight plugin API, audio effects only, plugins have no editors/GUI of their own (Ardour provides one, however).
LV2	An extensible, full-featured plugin API, audio and MIDI, plugins can provide their own GUIs but may use the one Ardour provides instead.
AU	OS X only, full featured, audio and MIDI, plugins can provide their own GUI
VST	Plugins using Steinberg's VST2 and VST3 plugin standard.

Adding/Removing/Copying Plugins

Within Ardour, plugins are just another type of Processor and so the techniques for adding/removing/copying/moving processors apply to plugins as well. These techniques are covered on the Processor Box page.