Yes, plyos are a great way to train your speed and explosiveness. They also help to prevent injuries.
Different plyos that can be done are box jumps, depth jumps, stair jumps (up or down), ballistic pushups, hurdles, and different kinds of medicine ball throws.
Box jumps: Jump up onto a box.
Depth jumps: Jump down from a platform and jump again when you hit the ground.
Stair jumps: Pretty much self explanatory, jump down or up stairs. Be careful!
Ballistic pushups: Possition Reebok steps (like the aerobics chicks use) on either side of your hands. Start with your hands on the blocks, push up off them and then land with your hands on the ground. Shit...I'm terrible at describing this one.
Medicine ball throws: These can be chest passes or overhead throws. Use a partner or throw it against a wall, walk over and get it, and repeat.
You can do them pretty much whenever you want. Once you've done them for a while you will find a preference. Some people like to do them on off days. Others like to warm up with them. Still others like to end their workout with them. Guys like Louie Simmons pretty much do them all day long everyday along with a lot of other GPP work like sled dragging.
If you're starting off with them, do them on an offday.
Also, it doesn't matter which exercises you do on which day. If its an upper body pressing day, you can still do ballistic pushups for example. It simple comes done to your goals and your preferences.
Just add them in slowly. If your normal workouts are still going great, or even better, than you know you're doing the plyos right for you. If your normal workouts start to suffer, than back off the plyos. You're doing something wrong.