The following list shows a few plugin packages. In some cases, a package contains just one or two plugins; in other cases, dozens.
This list does not aim at being exhaustive.
Installation will vary a little depending on how the plugins have been obtained. If a particular plugin package appears in the local repository, installing it using is done by using the normal software package management tool for the 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 form.
Finding them will typically require searching the 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 the plugins can be built from source (plugins are generally fairly easy to compile and well-documented).
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 the local LADSPA_PATH environment variable.
LV2 plugins are folders/directories. They need to be installed in either /usr/lib/lv2, /usr/local/lib/lv2 or a directory mentioned in the local 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 the local LXVST_PATH environment variable.
Except for the 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 likely to be used on OS X will be in Apple's AudioUnit format. These have their own installation process that tends to just work.