If the folder `~/Library/Audio/Plug-Ins/VST` (or Components, or VST3) does not yet exist, make the folder yourself.
A handy way to get to the folder `~/Library/Audio/Plug-Ins/` is to open Finder and use the "Go" keyboard shortcut:
⌘ + ⇧ + G
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To install juicysfplugin.app, put it wherever you want (for example /Applications or ~/Applications).
If you cannot open juicysfplugin.app, try _right-clicking_ it, and choose Open from the right-click menu. This gives you a _different dialogue_, with a new option, "Open".