Plugin, an extra bit of software that adds functions to a program. In your case its likely to be flash or something of the sort.
mozilla can't do everything, so it needs help to do somethings, you don't expect your car to make dinner - so if you did you'd have to give it the ability to do so.
As for where to get them it depends what you need, mostly try the site for the plugin, or if your using firefox click the bar at the top of the page telling you that you need a plugin to do that. Or try clicking on the relevant content, it might link to where to get the plugin.