The JUCE library, which allows you to write platform-independent C++ code and target several different audio plugin formats and platforms, is pretty amazing, but it doesn't do this all by itself. you'll still need a number of other tools and resources before you can begin using JUCE at all. These include an Integrated Development Environment (IDE) and Software Development Kits (SDKs). I'm not going to explain what these are here; if you don't know, you have a great deal to learn before you can hope to get started with JUCE.

On a Windows PC, you'll need Microsoft Visual Studio, and I strongly recommend the latest available version, Visual Studio 2017. The JUCE code generator (“Projucer”) appears to be able to support the 2013 and 2015 versions, but as of the time of writing, Visual Studio 2013 simply doesn't work anymore, and 2015 is questionable. Since Microsoft is now kind enough to offer Visual Studio 2017 Community Edition, which is fully featured but completely free, there is no reason not to use it.

• Go to https://www.visualstudio.com/community
• Click on the “Download VS Community 2017” button
• Run the small bootstrap-installer .exe program which downloads
• Click Yes, OK, I submit Master, etc. as required
• When asked to select which parts of the VS2017 system to install, choose at least the “Desktop development with C++” option, (and any others you might want), and start the installation.
• Go get coffee—it takes ages.

On a Mac, you'll need Apple's XCode IDE, which is free. If you don't have an Apple Developer Account, you can download XCode from the Mac App Store. If you do have a developer account, you may prefer to get the very latest version from https://developer.apple.com.

• Run the installer
• Click Yes, OK, I submit Master, etc. as required
• Get coffee, wait…

JUCE supports the VST (v2.4) and VST3 formats (Steinberg), Audio Unit (v2) and AUv3 (Apple), AAX and RTAS (Digidesign / Pro Tools). I don't know anything about AAX/RTAS, so I won't say anything further.

“VST” and “VST3” are registered trade marks of Steinberg Media Technologies GmbH. The older “VST” or “VST 2.x” standard basically remains the most popular plugin format of all time, despite Steinberg's efforts to kill it off in favor of their newer and more complex VST3 standard.

Apple's Audio Units (“AU”) plugin standard, curiously, also comes in “v2” and “v3” flavors, with Apple trying their damnedest to kill off the older and persistently more popular v2 version, mostly by making both the v2 SDK and its documentation and tools ridiculously difficult to find.

The incredibly good news is the VST2.x, AUv2 and AUv3 SDKs are built into JUCE! You don't need to download any third-party SDKs to build plugins based on these three most-widely-used standards.

You will need to download the VST3 SDK from Steinberg if you want to create VST3-format plugins, which are important because there are some newer PC DAWs which only support VST3 plugins.

• You can download the VST3 SDK direct from Steinberg at no cost
• You will only need to sign a Developer Agreement with Steinberg if you intend to release VST plugins publicly (either commercially or, in theory, non-commercially).
• There is no cost for the Developer Agreement, Steinberg's terms are more than reasonable, and they're fine with small/indie developers.
• Go to https://steinberg.net, scroll all the way to the bottom of the page, and click on the “Developers” link. At the time of writing, they offer three SDKs for immediate download. You only need the first one, “VST 3.x.x Audio Plug-Ins SDK” (currently v3.6.7).
• The “Projucer” program will need to know where the VST3 SDK folder is on your system. Unless you tell it otherwise, it will look in C:\SDKs\VST_SDK\VST3_SDK.
• The .zip file you download from Steinberg contains a folder called VST_SDK which has another called VST3_SDK inside it. To stick with JUCE's defaults, create a new folder called SDKs in the root directory of your C:/ drive and put the whole VST_SDK folder inside it.

Go on to Downloading and installing JUCE.