Some plugins need files. i.e WelcomeSound, or SaySounds, ...
The most of the plugins download the needed files automatically.
If the plugin downloads nothing, or you need a specific file on the client computer. You can put it on your server and add a line in the downloads.ini.
The next mapchange each client, which connects, downloads the files in the downloads.ini.
Models or Sounds must be precached in your game to use it.
I dont know exactly wich files must be precached or not.
But I'm pretty sure Models are one of them.
Hope this description helped you.