Click “Get new plugins” and search the plugin you want to install, then click “install”.
If can’t find the plugin in Calibre’s plugins library, then you need to download the plugin file yourself. For example, DeDRM is a popular plugin while it is not listed in the plugins library, you need to download the plugin from some forums.
When then plugin file (often a .zip file) is ready, back to the step 4 screen.