If MVintageRotiary is correctly configured as a synth it should no longer be in the effects list, instead it should be listed with all the other synths. This change will be apparent when using the default plug-in layouts.
There is nothing in the the setup that uses a "MIDI learn" function. Could you be trying to use SONAR's Remote Control to automate the feature instead of MVintageRotary's built-in MIDI mapping? The animated gif above shows two steps.
The first is setting "Enable MIDI Input" in the VST standard header. This is for X3 and newer. Ignore that when running older versions of SONAR. The only way to get MIDI data to any plug-in in X2 and older is configure the plug-in as a synth.
The second is the plug-in's built-in MIDI mapping feature. This must be done in any DAW in order for the plug-in to use MIDI data.
Cannot tell if you are using a dedicated MIDI track to control the MVintageRotary. It is not possible to use the same MIDI track to drive VB3 and MVintageRotary. IOW, VB3 requires an instrument track or a MIDI and audio track to play the synth and another MIDI track with its output set to MVintageRotary for the effects MIDI data.