IIRC: YDL5 has firefox... in firefox, go to tools > addons or loox
here.
Normally, if you are missing a plugin, you get a jigsaw icon in the place of the thingy (like the youtube movie). Click the icon to get the required plugin.
Note: there are no plugins for some media, like Macromedia shockwave.
I don't know if YDL has proprietary codec support out of the box.