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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.

Working fine now, thanks for the help.