if you are already on notepad++ 7.6.6. 32 bit, you can also install the combine plugin using the built in plugins admin, at the menu plugins > plugins admin.

please also note, that the combine plugin is only available for 32 bit versions of notepad++.
if you have installed a 64 bit version of notepad++, we would eventually have to come up with a different alternative.

Because you mentioned a “new plugin directory” I guess you are running Notepad++ v7.6.6. To manually install the plugin you have to create a directory named <Notepad++-install-dir>\plugins\Combine, the same name like the plugin’s DLL file nam, and copy it to that location.