Tools > User config files > plugins
Creating own plugins
Plugins are .NET DLLs, which means that they should be developed in a .NET language, such as C#. You will need HaxeDevelop installed in order to compile and test plugins. Looking at existing plugins source is a great source for learning the application architecture.
Once your plugin is built, pick the .dll and copy it to HaxeDevelop's Plugins folder (HaxeDevelop > Tools > User Config Files). Open or restart HaxeDevelop.
Creating plugins with Haxe/C#
With Haxe you can compile to C#, thus you can write plugins with Haxe.