if you have a bukkit server already setup, go to the folder where the server runs from and there should be a folder called plugins. You must download whatever plugin you like, and it should appear in your downloads folder, or where ever it was saved to.
open the zip file the plugin is inside, and find the .jar file. Take this and copy it to the plugins folder and then run the server. (To do this, you will need the cmd code which can be found at the bukkit website.)