Plug In is nothing but a technology interface between two other technologies ... In this case MT4 and Nest ... It is like any wire, say, connecting an electrical appliance to a switch. If you, say, switch on a fan, The switch commands through The Wire for the fan to run.
Supposing you have an EA (Robot) running on your MT4, whenever a signal (buy / sell) is generated, The EA on MT4, commands Nest (Through The Plug in) to execute The Order (Buy / Sell) on its Terminal (NEST, in this case). This is how it works. But keep it in mind that whereas MT4, as it is designed exclusively for FX market, works 24/5, NEST for MCX works 13/5 and for 4 hours on Saturday's. Now, how do you solve this, I'm not sure.
I'm not a big fan of EA's for that matter. I have 6 years of Pro FX experience to vouch for that. Bought some ... Got developed some ... But NONE worked ... None gave profit consistently over a long period of time. Any EA is coded / configured to work according to few parameters. You might have seen any automobile advertisement about the Mileage ... Under standard condition etc. It is the same way with any EA. They work predominantly in a trend bound market, certainly not in a range market. Irrespective of the strength of a EA, they work in a static manner, as they are Pre Programmed, whereas The Market is very dynamic. If Obama sneezes, Yen get Cold ... Jokes apart, this is my thought ..... You decide on your own, as you the best judge of what you want.