At the time i tried to understand exactly how Max/MSP "externals" (bundles/dll) memory interact with the app i found that blog as a good introduction: ( http://duartes.org/gustavo/blog/post/anatomy-of-a-program-in-memory/ ). I have no experience with VST plug-ins but i suppose that is more or less the same mechanism. Later i used extensively "vmmap" to see it in action.
You can manage scope in your dll the same way you manage it in an app. That's only if you want to share resources between different kinds of plug-in that problems arise.