This link is still available it seems, despite DXo taking over NIK-
Plug-ins do not appear in Lightroom after installing - Nik Collection Help
Things I have learned-
1. HDR eFex installs as an Export preset- correct.
2. The other 'plugins' (Silver Efex, etc) are not really plugins but work as "External Editors" for Lightroom.
3. Nik will install the External editor presets in the default Presets location.
4. If you use the option "Store presets with catalog" then you will not see the presets (that are in the default location)
5. It is possible to copy&paste the presets from the default (global) location to the "with catalog" location.
The 'Help' link above describes the 'manual' method of creating "Edit-In" presets for all the Nik programs (except HDR Efex) and works reliably, although there are some steps in the procedure that are not intuitive and may be confusing until fully understood.