Hi Wolfgang,
Welcome to Affinity Forums :)
Where do you have the Nik Collection plug-ins installed?
If you have them in the Photoshop plug-ins folder for example, you just have to point that folder in Affinity Preferences, Photoshop Plug-ins section in the Plug-in Search Folders area (click the Add button). Then click the Authorise Global button on the bottom and Authorise again in the dialog that will open. Also make sure Allow "unknown" plug-ins to be used is checked.
Restart Affinity for those changes take effect.
Currently only Analog Efex Pro 2, Color Efex Pro 4, Silver Efex Pro 2 and HDR Efex Pro 2 (this last one for single images only, not for a set of bracketed shots) are working correctly.
Photoshop plug-ins support is still under development.