To install native plugins like PixDither, you have to put the .aex file into the correct directory:
C:\Program Files\Adobe\Adobe After Effects (version)\Support Files\Plug-ins
In my case, this is: C:\Program Files\Adobe\Adobe After Effects 2022\Support Files\Plug-ins
and then it will show up under the "Wunk Effects" category in the effects panel. Simply clicking on the .aex file will fail as it is not a file that can be trivially opened or installed as a script.
