Well, there is Wrapper VST's and also wrappers in fl-studio...
hmm ok, in mt2 you can't use the dx format but you can use vst. so if you want to use a dx fx you want to use a wrapper. the wrapper in this case loads as a vst, and inside the wrapper you can load the dx format... so voila, now you can all of sudden use dx in madtracker but you have to "wrap" it inside a wrapper.
this is just an example and diffrent wrappers can do diffrent things, some can for ex. be used to create multiple outputs for your intstruments etc.