[c++] How are VST Plugins made?

I wrote up a HOWTO for VST development on C++ with Visual Studio awhile back which details the steps necessary to create a basic plugin for the Windows platform (the Mac version of this article is forthcoming). On Windows, a VST plugin is just a normal DLL, but there are a number of "gotchas", and you need to build the plugin using some specific compiler/linker switches or else it won't be recognized by some hosts.

As for the Mac, a VST plugin is just a bundle with the .vst extension, though there are also a few settings which must be configured correctly in order to generate a valid plugin. You can also download a set of Xcode VST plugin project templates I made awhile back which can help you to write a working plugin on that platform.

As for AudioUnits, Apple has provided their own project templates which are included with Xcode. Apple also has very good tutorials and documentation online:

I would also highly recommend checking out the Juce Framework, which has excellent support for creating cross-platform VST/AU plugins. If you're going open-source, then Juce is a no-brainer, but you will need to pay licensing fees for it if you plan on releasing your work without source code.