All very helpful!  Still I don't see a save as function with the little disc icon that's in the menu bar on most if not all of the plug in UI's.  I suppose once I select one of those I can then do the normal save as. I'll get there.
 
I've now accepted I'm a migrant.

I believe most of the replies so far refer to preset management provided by the plug-in manufacturer. Could it be you are asking about the standard header?
 
If "C" in the image below is the "save as" function referenced, it is not part of the plug-in. It is part of the standard header created by SONAR for ALL plug-ins. This image shows the header created for a VST3 plug-in.

The header varies slightly depending on the plug-in format but all have a save button. VST plug-ins can manage presets and preset banks in files on disk using the drop down "E". The presets saved with "C" are stored in the registry. More info about the standard header is here. For presets saved with "C" there are functions in the Plug-in Manager for Import, Export and Manage in the Cakewalk Plug-in Presets section. There is more information about the Preset Librarian in the Plug-in Manager help file.
 
While all plug-ins have a standard header, by default the standard header is not displayed when plug-ins load in BitBridge. This only happens when using 32bit VST plug-ins in 64bit SONAR. In this case, the standard header is in a separate window. To see the standard header, hold the ALT key while opening the plug-in UI. Usually the header window opens behind the plug-in UI.
 

Yes most of what I've done was with the standard header.  Now that I'm aware of "E" I can make it all work, but I will also read up on the plug in manager.  Thank you!

Yeah that export import thing will work marvelously!