I just got a new computer and installed Cakewalk by BandLab.
There's no Session Drummer or SD2(?) Did I miss something? Can I still install this?

I still have it but I have Sonar Splat and X3 installed also. So CWbyBL is pulling it from there--I think. Why not install Splat if you have it? Then all your stuff will work.

Plug-ins bundled with CbB
To get all the plug-ins bundled with a version of SONAR Platinum, BandLab still recommends a full 64bit SONAR Platinum install (or the latest 64bit version of SONAR available). Of course, there is no harm in skipping tutorial and any content you do not use.
 
After installing SONAR, then install CbB.