To open the Management Console either right click on Optikey itself (not the icon in the taskbar) and select to open the management console from the context menu that opens, or with Optikey selected press 'ALT' and 'M' on your keyboard (physical or on-screen if using a tablet), then select the 'Plugins' tab at the top. You can interact with the Management Console using either Optikey's mouse and keyboard emulation, or a physical mouse and keyboard.
In this screen, the only configuration you can change is the plugin directory. Usually this is only necessary if you are developing your own plugin and do not want to copy a new version of the DLL every time, so probably leaving this with the default value is the best option. When you install Optikey, built in plugins are copied to the default directory, so changing this directory will automatically disable build-in plugins. If you want to keep using built-in plugins and change the directory, copy all DLL files from the older directory to the new one.
The most important part of this screen is that you can see all available plugins with a lot of information about each one. You get a description of what the plugin does, a list of methods with a detailed description of its arguments. That is all you need in order to enable plugins in a Dynamic Keyboard, including a sample configuration XML snippet.