I'm not sure this question really belongs on StackOverflow, might be more of a SuperUser question, but I'll provide an answer anyway.
For the plugins listed in the manual for Rainmeter, there is no installation needed, they come with Rainmeter (check the /Rainmeter/Plugins
folder), and for 3rd party plugins you may find some instructions in the main plugins page of the Rainmeter manual.
Normally these would be distributed with a skin and installed using the Rainmeter Skin Installer, but may be manually installed by placing the .dll file in the Plugins folder under the settings path for the Rainmeter installation.
For the CoreTemp plugin specifically you'll need the CoreTemp application, which actually gathers the data from the temperature sensors, the plugin just exposes that data to Rainmeter skins. Instructions on how to integrate those data into your own skins is detailed on the page you've linked to.