When a computer displays the error message "download plugin," it means that the computer's browser lacks the add-on required to display a particular kind of content. The computer is prompting the user to download and install an add-on so the content can be displayed.
Plugins are applications in their own right. They are installed on other applications, such as graphic design software, to provide additional features or customization.
On Web browsing applications, plugins typically provide the ability to view animations, listen to music or play games. Once a plugin is downloaded and installed on a Web browser, content that uses that plugin becomes accessible.
Note that having one kind of plugin that is capable of playing music files does not imply that all music files on the Web are now accessible. The user's plugins must match the plugins on the Web page. In some cases, the user must also have the current version number of the correct plugin, since different versions of the same plugin may add new features or remove old ones.