You can find out more details about ideology of user's mail processing programs (plugins) in the article "Internal SMTP server and mailboxes". Plugin is a program or a batch file launched to process the message. Full name of the file is communicated to plugin as the first argument in the command line. Plugin can modify the message any way it decides to, or even delete it if necessary.
Most the plugins enclosed with Advanced Direct Remailer have source code in C or Delphi. You can study them and modify as you find necessary.
Plugins for ADR can be written in any programming language, they can be GUI or console applications or even batch files. When creating plugins one should take into account that plugin is launched repeatedly to process each message, and processing of another message will not start until processing of the previous message is finished.
About DLL versions of plugins, Internal SMTP server and mailboxes, Information for programmers