This is a good question. As of wyBuild 2.5.* we don't support component updating. This is definitely on our roadmap (perhaps by wyBuild 2.9).
That being said you can do it one of 2 ways:
1. The obvious method
Include all plugins in your installer. Then when you're building your updates include all plugins in wyBuild. This will increase the initial distribution of your app, but the updates will be tiny (because wyBuild scans for differences and only delivers the smallest possible patch).
2. The more complicated, hacky method
Create a different wyBuild project for each plug-in. Build wyUpdate for each plugin project. You'll be left with a "client.wyc" file for each plugin. Rename them to "plugin-A.wyc", "plugin-B.wyc", etc. Then add these *.wyc files along with a single wyupdate.exe to the target folder.
You could build a simple wrapper application that will call wyUpdate silent update checking. Except you'll modify it to load a specific plugin *.wyc file:
wyupdate.exe -quickcheck -justcheck -noerr -cdata="C:\location\to\plugin-A.wyc"
Just loop over all the installed *.wyc files.
That being said, there's a truly simple solution is on our roadmap.
Tell me if this helps.