Goto Global Settings - Plugins
At the top right of the list of Plugins is a link that says "Install New"
Click on that and you have the full list of Plugins available
New ones will have an [Install] link in the right hand column.
Click that and bingo...your plugin is active

Some of them say that they need to be enabled

What do i do for that?

Have a look at the list of installed plugins.
If you see this Icon

http://www.blog.hemminga.net/B2evoforum/bullet_activate.png

The plugin is *not* activated. However if you click that Icon it changes to

http://www.blog.hemminga.net/B2evoforum/bullet_deactivate.png

meaning the plugin is now activated.
You can deactivate a plugin by either clicking the Icon or uninstall it by clicking the red cross next to it.

Good luck

I get a message saying

"The plugin has not been enabled.
You must configure a ping service URL before the plugin can be enabled. "

Any ideas?

Click the link of the plugin. This brings you into the Settings screen of that particular plugin. Likely you will see an option where you can add the information the plugin needs to do it's job.

Good luck