If Maven has access to the central repository it will download most plugins (some are not hosted on central, to access those you need to define an additional repository in your pom or settings).
If the dependencies are configured in your POM, Maven will automatically attempt to download them when you run a relevant goal. For the dependencies you listed this is mvn site.
The majority of those jars you've listed are reports, so should be declared in the reporting section of the POM, for example (I would also declare the versions to be sure you're getting the expected plugin):
<reporting>
<plugins>
<plugin>
<artifactId>maven-checkstyle-plugin</artifactId>
</plugin>
<plugin>
<artifactId>maven-pmd-plugin</artifactId>
<configuration>
<linkXref>true</linkXref>
</configuration>
</plugin>
<plugin>
<groupId>org.codehaus.mojo</groupId>
<artifactId>cobertura-maven-plugin</artifactId>
<version>2.1</version>
<configuration>
<formats>
<format>html</format>
<format>xml</format>
</formats>
<outputDirectory>target/site/cobertura</outputDirectory>
</configuration>
</plugin>
<plugin>
<artifactId>maven-surefire-report-plugin</artifactId>
<configuration>
<outputDirectory>${basedir}/target/surefire-reports</outputDirectory>
</configuration>
</plugin>
<plugin>
<groupId>org.codehaus.mojo</groupId>
<artifactId>jdepend-maven-plugin</artifactId>
</plugin>
<plugin>
<groupId>org.codehaus.mojo</groupId>
<artifactId>findbugs-maven-plugin</artifactId>
<configuration>
<xmlOutput>true</xmlOutput>
<effort>Max</effort>
</configuration>
</plugin>
</plugins>
</reporting>
Some background on Maven's plugin execution model:
When you run mvn site, this is short hand for "run the site goal from the latest version of the site plugin", i.e. it is equivalent to mvn site:site, which is in turn shorthand for mvn org.apache.maven.plugins:maven-site-plugin:LATEST:site
Maven will attempt to contact the central repository, determine the LATEST version from the maven-metadata.xml, then download it (and any of its dependencies that are also missing) before executing it.
If you are behind a proxy you may see an error message in your build log like this:
[INFO] The plugin 'org.apache.maven.plugins:maven-site-plugin' does not exist or no valid version could be found
To address this you can declare proxy settings in your Maven settings.xml (in [MVN_HOME]/conf/settings.xml). They are commented out by defualt, but look something like this:
<proxy>
<id>optional</id>
<active>true</active>
<protocol>http</protocol>
<username>proxyuser</username>
<password>proxypass</password>
<host>proxy.host.net</host>
<port>80</port>
<nonProxyHosts>local.net,some.host.com</nonProxyHosts>
</proxy>
Replace the username, password, host, and port values with the relevant for your environment and Maven will be able to download the required dependencies.
For more details on using Maven, check out the Maven: The Definitive Guide by Sonatype, it is online and free.