LnBlog uses an event-based plugin system. That means that LnBlog sends out messages when certain things happen, such as a page being displayed or an entry being added. Plugins work by registering themselves with the event manager and asking to be run when certain events are fired.
The actual coding of a plugin can be done in several ways. The recommended method is to create a class for your plugin which inherits from the abstract Plugin class, as this will allow you to inherit certain basic functionality. Beyond that, it depends on what you want to do. The back-end classes mostly allow for auto-detection of identifiers, so, for example, you can simply do something like
$myblog = NewBlog();
to get access to information on the current weblog. The same thing works for entries and articles, although individual comments generally need an explicit identifier. Of course, it is always possible to simply create an instance of the parent entry of a comment and get a list of comments that way.
The plugins/disabled directory of the default LnBlog installation includes a template.php file. This is a heavily commented plugin template which is intended as a learning tool. Between this and the standard set of plugins, it should be possible to get a good idea of how the plugin system works.