Plugins
Starting with KSP 0.14, the game supports custom part behaviors called Modules. Defining custom behaviors allows you to create totally new kinds of parts, such as flight control computers, new types of fuel supply chains, etc. You can then add these to the game in the form of plugins. These DLLs can be loaded on any platform that can run KSP.
DO NOT POST YOUR PART PLUGINS ANYWHERE UNTIL SQUAD COMPLETES THE POSTING GUIDELINES
Using Part Module Plugins
To use a Part Module Plugin, just drop the DLL into KSP/Plugins. If the folder doesn't exist, you can create it.
Creating Part Modules
First, decide which IDE you will use. Visual Studio or the associated Express Edition works the best on Windows. The others also work on additional platforms, like Mac or Linux.
Now, you can get started.