Hi, Welcome to the Forum IJustWannaMakeTunes !
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http://lmms.io/forum/viewtopic.php?f=1&t=4740
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http://lmms.io/forum/viewtopic.php?f=4&t=4480
first you must make sure that the effect is a VST2I wanted to use a certain fx, (Loudmax to be precise) so I'm wondering how I can add it to my list of FX.
Then place the dll, and any GUI-files in the folder you have selected as your VST-plugins-folder.
Read about Settings| Directories -Here:
https://docs.lmms.io/user-manual/getting-started/setup
The effect will be on the list of FXs the next time you open LMMS