Yes, part of the philosophy behind Gig Performer is that it is part of your instrument, not your recording system. If you're a guitarist (say), you would typically create your sound with your choice of guitar, effects pedals and amplifier. Then you would record that sound with your DAW and then individual plugins in your DAW would be used for typical production purposes (maybe a bit more reverb, compression, EQ, etc but otherwise not "interfering" with what the musician created)
So instead of carrying around effects pedals and amplifiers, you would use Gig Performer to create your sound, possibly changing it on the fly as you switch from one set of plugins to another as you play, possibly using MIDI expression controllers to adjust sounds as you play and ultimately just record what you played into your DAW. That approach doesn't really fit the "plugin in a DAW" model.
It's very easy to route audio from Gig Performer to your DAW (either via physical routing if your audio interface supports it or by using freely available virtual audio drivers for Windows or OS X) and we have several articles on our website with step by step instructions for doing this.
(Disclaimer - I'm one of the GP developers)