The article you looked up was for Photo-Paint, not PaintShop Pro. Photo-Paint is an application that comes with CorelDraw.
Since Tools is not on your menu bar and you're posting here I'm going to assume you have Paint Shop Pro.
What plugins are you trying to install?
Some plugins come with an installation program that, so long as it's designed for or ready for, can be installed and found by PaintShop Pro easily.
If the installer is for another program or if the plugin doesn't have an installer then there are a few things to look for.
First go to File->Preferences->File Locations
In the dialog select "Plug-ins" from the list on the left and you can find the folders that Paint Shop Pro is looking in to find plugins. You can either place the plugin inside the default folder (follow the path that is already there), add the path to the folder that the installer made, or add a new folder of your own and place the plugins in there. I, for example, created a plugins folder in my "My PSP Files" folder and told PaintShop Pro to look there.