At the first start VSampler tries to detect all VST plugins and instruments of your system. You'll see this window:
This dialog window allows to exclude plugins from loading (left side, "Excluded PlugIns"). All plugins you see at the right side ("Plugins to load") will appear in the dropdown menus of Virtual Sampler's "Filter" and "Effects" pages. Via menu entry Preferences|PlugIns all detected VST Plugins can be shown at every time. To renew the list of the detected plugins press the button Clear all, this will clear the list and will rescan for plugins next time you start VSampler.
During the detection of plugins problems may occur with certain plugins. "Problematic" plugins will be deactivated by Virtual Sampler. To detect VST plugins the plugin-directory created by Cubase VST will be used by default. Additional directories can be added at the Audio Preferences page, "VST" tab.