You put Nagios Plugins in your tools directory. To make them runnable on Mac/Unix, cd to the Tools directory and do
chmod a+x *
If you're on Windows, you shouldn't need to do anything.
Now, go to InterMapper and create a new device. When prompted for an address and probe, give it an appropriate address and in the probe picker, choose Miscellaneous->Nagios->Nagios Plugin. The default plugin called is check_ping, so if that's your test, you don't need to change the parameter; just click Ok.
That should be all you need to do to get it running. Now, chances are it will show as down because it's timing out--the default timeout in InterMapper is 3 seconds, and check_ping takes quite a bit longer to run. So, right-click on the device, choose Set Info->Set Timeout, and configure a longer timeout. 15 seconds often works well.
That should be all you need to do. Note that check_ping doesn't return any performance data in the PERFDATA format (at least as of 1.4.11), so you won't see any enhanced performance data info in the status window.
