Plugin manager skin is there in DFX5 skin. DFX5 includes a lot of skins for plugins that are not part of the DFX5 installer, but not every plugin out there has a DFX5 skin. A few plugins are installed by default. John has been updating the help file so it should all be good.
Run RRConfig (must be done before next step!)
Go to DFX5 Global skin for additional configuration.
Got to DFX5 theme/settings screens to make it look as you like.
Install wanted additional plugins, (be sure to follow the plugin read me files)