Thanks again for your patience.
The "VST Scan Folder(s)" has the path to my VST plug-ins, and the "Scan for VST Plug-ins on Startup" option is ticked. My understanding is the correct path is being specified as if I go the Menu > Insert > Softsynth, I can select from a number of the Cakewalk soft synths such as CakewalkSoundCentre, TTS, SI Bass, SI Piano and SI String.
This only other two devices in the VST folder are the SI Drums (which I have not looked for as yet, and TH2. I understand your comment that TH2 it is not a synth, and should be found under Audio FX but I am struggling to understand where, or if there is an issue on my system.
I'm curious about the SI drums now as well - but that is a side issue which I haven't explored as yet