Modded Server plugins (help)

I would like to know if you can download plugins from a different website to use my server?
Or do I have to only use sponge plugins?

You may find this page useful: Frequently Asked Questions — Sponge 7.2.0 documentation

Unfortunately, the answer is no. There are plenty of sponge alternatives to bukkit/spigot plugins, though. Just have a look around.