The projucer project keeps the build directory under
/MyProject/Builds/, the Xcode project is under
Builds/MacOSX. The built plugins will be in this directory under
MacOSX/build/Release depending on whether it’s a debug/release build.
There’s an option in the projucer to copy the plugin binaries to the platform plugin directories, which the default on MacOS is
$HOME/Library/Audio/Plug-Ins/Components for AU and
$HOME/Library/Audio/Plug-Ins/VST3 for vst3. System wide plugins (installed for all users) have the same path without
$HOME. There’s a field for a custom output directory as well, the option is under the Debug/Release exporters in the Projucer.
In most DAWs users can select where to search for plugins, this is useful for debugging when you don’t want to pollute the default plugin directories during your write/build/debug cycle.
The plugins’ state is saved in the project file for the host. It doesn’t have to be XML. When the host saves state for presets through its preset interface, wherever those go depends on the host. When you want to save state for presets you have to decide where it gets saved.