Plug'n Script tutorial
So, it's a tool to prototype and develop audio or MIDI plugins in various formats (VST2, VST3, AU, AAX).
How are such plugins usually developed?
If you know C++ you can download VST3 SDK from Steinberg (VST2 is deprecated since 2018, unfortunately) and try to build it using Visual Studio (Windows) or XCode (Mac). To make a GUI you may use something like VSTGUI toolkit (C++ also), or write your own framework.
For AudioUnits (AU) or Avid Audio eXtension (AAX) SDK, there are also original SDKs from Apple and Avid.
However, the process of making a plugin targeting all these formats and platforms can be quite complex and time consuming even for experienced C++ developers. So nowadays most of the developers use a dedicated framework like JUCE or iPlug (WDL-OL), which helps concentrate on what the plugin should do, and produce multiple plugin formats for different platforms with much less effort.
Still, it requires you to know C++, and if you don't, it will be much harder for you to move on. Even though there are plenty of tutorials on JUCE and some tutorials on iPlug, you may find that there is a lot you have to learn just to build a simple plugin and understand how it all works. Another topic is making a good GUI, which can take more time then the DSP part.
By the way, the JUCE framework is not free, and if you want to do a commercial plugin you have to pay quite a lot (from 700$ at once or from 35$ a month). If you want to go free, you have to make your plugin open-source or keep the JUCE splash screen (and your plugins will send analytics data to JUCE servers). So these license policies can be a reason for trying to find something else.
iPlug developed by Oli Larkin is free, so it seems a way to go. Though the first version of iPlug (WDL-OL) is not maintained anymore and iPlug2 is still under development and not production-ready yet (June 2020), though it's close. It doesn't have as many tutorials as JUCE, and it still requires you to know C++ of course, and how to use Visual Studio, etc.
DPlug by AuburnSounds is also open-source, it's not yet very popular and oriented more towards experienced programmers to write plugins using D language.
Is there something less complicated?
Yes. You can try some other software mentioned in this KVR post. Some tools can help you learn DSP processing by making a synth or plugin from "blocks". There is RackAFX by Will Pirkle with can help you learn plugin development. And some other tools and frameworks that are either too old, or not too popular, or under development etc. You can spend some time to try them out and see if they can do what you want.
I just want to make a normal plugin!
If you want to make a VST (VST3, AU, AAX) audio or MIDI plugin with a good-looking GUI, and you want to start quickly, and you know programming a bit (but C++ stuff seems just too complicated), here comes Plug'n Script by Blue Cat Audio!