Both 4.2 and 4.3 branches should be compatible with composer, so if you install anything extra through comoposer, it should just work. Try some well-known packagist modules to make sure it works.
In agile toolkit 4.3, you can place add-on inside shared/addons/.. and they will work fine. You'll need to use a namespace. Try this code:
$this->add('blahblah/Test');
and then see error output. Agile Toolkit will only look inside it's "add-on" folders (as per PathFinder), but it will also ask composer to look for this class. If none of them can find it, you see standard ATK error (because composer's error is really useless).
To make an add-on you don't need anything, just a namespace and a folder. You can later add "initialiser" to your add-on, which can then tell App_Admin a little bit more about your add-on and would allow users to simply "activate" your add-on.
Here is the current documentation on add-ons:
but some parts of that needs to be cleaned up.
Automated installation of Add-ons through UI will be my focus after the 4.3.0 is officially released.
Regards,
Romans