3ds Max loads plug-ins from two places: the "plugins" and the "stdplugs" subfolders of your 3ds Max installation folder. You can either copy the output file manually after it is built successfully, or you can direct Visual Studio to copy the file using the project properties dialog (see Configuration Properties > General). The location you should use depends on whether you are building a sample plug-in, or you are building a new plug-in
By copying the plug-in DLL into /stdplugs instead of /plugins you avoid a Class_ID conflict. 3ds Max will not load two plug-ins that have the same Class_ID. It will only load the first one and put up a warning about the second one.
For more information on Class_IDs see the section DLL Functions and Class Descriptors.