If you are using a Pro Tools TDM or "LE" system with DP (under DAE), then
you have full access to TDM and/or RTAZ plug-ins. If you are using the MotU Audio System (either with non-digi hardware, or under Direct I/O with Digi hardware), then only MAS plug-ins are available.

No direct support for VST plug-ins. VST-wrapper and Pluggo are reported to allow VST Plug-ins to work in DP, but aren't widely supported (by MOTU TS or SSI TS)