As @Minotorious said:
*) For old LUA scripts, the one you can download from the LUA Scripting forum section, they have to go in the server scripts folder, a sub-folder for each script;
*) For new Java plug-ins, the ones you can downloaded from the Plugins forum section, they have to go in the server plugins folder, again a sub-folder for each plug-in.
You screen shot does not show a plugins folder, then you have to create one with the New folder button. Please keep the capitalisation (actually, the lack of it) as shown above, as upper/lower case is significant in some operating systems and using Plugins instead of plugins would be enough for the plug-ins not to be recognised.
As a general rule, any and each of the files you find in the archive (ZIP or whatever) you downloaded has to be uploaded to the proper server sub-folder, regardless its type: if it is there, it usually means it is required by the script/plug-in. If the archive you downloaded has its own sub-folders, they too have to be uploaded to the script/plug-in own folder.
In practice, once you unZIPped the downloaded archive locally on your computer, its whole file structure has to be uploaded to the script/plug-in own sub-folder as it is.
The bare minimum files you will get are:
*) for old LUA scripts, a <some_name>.LUA file and a definition.xml file;
*) for new Java plug-ins, a <some_name>.jar file.
But, as I said, there might be more and all of them need to be there in the server.