myplugin is the name of the plugin or behavior folder, as it should appear in the install directory. Construct 2 will simply copy and paste this entire folder, preserving the folder name.
When distributing an effect, simply place the .fx file and .xml file for the effect in the files subfolder in the zip, for example:
Add all the files to a zip (right-click and 'Send to compressed (zipped) folder' in Windows Explorer). Be sure not to accidentally create a root level subfolder in the zip which itself contains info.xml - that will be rejected by Construct 2. Once zipped, rename the file so the extension is .c2addon rather than .zip. Test it by dragging and dropping the file in to the Construct 2 window. If you can install after the prompt successfully, your file is ready to distribute.
Here are some sample .c2addon packages for an example plugin, behavior and effect. To inspect the contents, rename them to .zip and open them.