HOW TO OPEN UP A THIRD-PARTY PROJECT (This is done on Visual Studio 2013, but I'm sure that the process should be similar on other versions)
1.) Find the third-party_project.zip and extract it to a location and copy it. Important that the file isn't a zip file.
2.) Open up Visual Studio
3.) Go to File >> Open >> Project/Solution and copy the third-party project there with the rest of your projects.
4.) Then click on that project and pick the file with the .sln extension. This will open up the project.
HOW TO USE A THIRD-PARTY PLUGIN
1.) Find the plugin_name.dll file in the .zip and copy it.
2.) Find a folder called ProtraderMC on your computer (if installed).
3.) Copy the plugin_name.dll into the My plug-ins folder.
4.) Restart/Start Protrader and under tools>> Pro Panels, you should see the plugin