Development of Color Efex Pro for NX2 stopped with release 3.0. If you still have CEP 3.0 for NX2, it'll work with the current version of NX2. Their other plug-ins, which work with Photoshop, Lightroom, and Aperture, have continued in their development. CEP for those programs is now in version 4.0. You can use the Lightroom versions of their plug-ins as external editors with NX2, but not in the way that the NX2-specific version worked.
You can have NX2 send a TIFF to the Lightroom plug-ins, just like you can send a TIFF to Photoshop from NX2. What you lose when compared with the old CEP 3 NX2 plug-in or by using the Photoshop plug-in as a smart filter is reversibility or the ability to update settings at a later date.