you have to make the plugin folder. So in your main Demonbuddy folder where everything extracted to, create a folder called plugins. After you have done that you will put all of the plugins you will be using into that folder.
If you don't know how to create a new folder just right click in the folder you want to create a new folder, in this case you want to create a plugins folder in your demonbuddy folder. Right click in your demonbuddy folder, click Create New Folder, Name it Plugins. Let me know if you need more help