There have 3 ways for install plugin in 3ds Max:
Copy plugin to plugin direcotry
Just copy your plugin (e.g., .dli) file in 3ds Max pludins direcotry, default this: c:\Program Files\Autodesk\3ds Max [ver]\plugins\
Load plugin in Plugin manager
Load your plugin with help "Plugin manager". Go to: Main menu > Customize > Plugin manager. In list area right mouse click and in context menu select "Load new plugin" item. Choose your plugin and press "Open" button.
Add new plugin directory
You can add new plugins directory in 3ds Max software, but this way don't recomended. Go to: Main menu > Customize > Configure System Paths. Choose «3rd party plug-ins» tab where listed all current plugins folders. Press "Add" button on right and choose directory where locate your plugin.