How do I install WordPress plugins?

I’ve looked at many sites on how to do it, but it always says ‘go to the Plugin tab’. I can’t find the plugin tab on my dashboard! Do I need an upgrade or something?
@nosmirc flen: but why is it that when i look at the tutorial sites, it always shows a picture of the dashboard like the one on wordpress.com or are they similar, the wordpress.com / .org dashboard?