I would like to make (or learn how to make) VST plugins. Is there a special SDK for this? how does one yield a .vst instead of a .exe? Also, if one is looking to make Audio
If you know a .NET language (C#/VB.NET etc) then checkout VST.NET. This framework allows you to create (unmanaged) VST 2.4 plugins in .NET. It comes with a framework that structures and simplifies the creation of a VST Plugin with support for Parameters, Programs and Persistence.
There are several samples that demonstrate the typical plugin scenarios. There's also documentation that explains how to get started and some of the concepts behind VST.NET.
Hope it helps. Marc Jacobi