To get vim-plug working with Neovim, it needs to be installed in a known autoload directory.
The help files say that "plugins installed by user" should be located in the
data home directory at stdpath("data") under site. For me (on OSX) the data
home directory is ~/.local/share/nvim, so ~/.local/share/nvim/site.
Under this site directory, along with any directories on the runtimepath,
Neovim looks for various runtime files and subdirectories. This includes the
/autoload directory. That's where you want to install vim-plug.
sh -c 'curl -fLo "${XDG_DATA_HOME:-$HOME/.local/share}"/nvim/site/autoload/plug.vim --create-dirs \
https://raw.githubusercontent.com/junegunn/vim-plug/master/plug.vim'This shell statement uses the :- parameter
expansion to specify a
path using either the XDG_DATA_HOME or $HOME as a fallback. This ends up
resolving to ~/.local/share, so the plug.vim file is placed in
~/.local/share/nvim/site/autload/.
See :h runtimepath for more details.