Cakewalk Command Center can be used to install, update and authorise Sonar Platinum and many other Sonar products. However, it is not required to actually run Sonar Platinum. The installation creates start menu and desktop shortcuts.
You also have the option of logging on to your "My Products" page on the Sonar web site and downloading the individual installation packages from there. Some sonar products must be installed through Cakewalk Command Center so that they become properly authorised. Rapture Pro is an example of such a product.
The Cakewalk Command Center, however, makes it easier to manage your Sonar products, especially if you have made many recent purchases. Note: Cakewalk Pro Audio 9 would not be presented in Cakewalk Command Center or on your "My Products" page.
You can also configure Cakewalk Command Center to define where the install files get downloaded to and you can also define the location of your Sonar content (click on cog, top right of the CCC GUI). You might want to set these locations before you commence any installs - especially if your system drive is an SSD. Otherwise you will find it filling up real fast.
Hope that helps