Hi, and welcome to this forum.
Chuck is right. This plugin is a single .dll file, and can be copied to your plugin folder.
Depending whether you have 32 or 64 bit SONAR installed, it can be copied to C:\Program Files\Cakewalk\VstPlugins for 64 bit, and C:\Program Files (x86)\Cakewalk\VstPlugins for 32 bit (by default).
If you do not have automatic background vst scan set in Preferences, you can right click in the fx bin, and on top there is a manage plugins option. Go there and click scan vst plugins.
Hope it helps.
All the best.