It seems that mean of my plugins can't find there list of presets. Where do Sonar Plugins look for presets?

You'll want to be more specific. Instruments? Effects? Which ones?

Sorry.  Most of my VST 2/3 effects plugins have presets.  I've seen these presets in Windows File Browser. But the plugins they belong to do not show them when I open the plugin.  Some of these plugins are third-party and it seems there is no one default location for effects plugins. My Cakewalk plugs are not finding thier presets...at least not all of them are.  I would like to know where I need to put these presets so the plugins will show them when the plugin is loaded. I hope I made that a little clearer? Thanks.

Different VST's store presets in different locations. I'm not an expert on file locations, maybe somebody else can be of more help.  Good Luck!

I'm at a loss as to why something like that would happen, unless of course you have either unwittingly erased the preset files or moved them to another location. I guess the plugins themselves will remember where the presets were placed during the initial install, and it will always look for them there. Don't know what to suggest short of reinstalling the plugins. 
 
As for where they usually are, I would check both the Program Files folders on your system drive, and in the Documents folder.

Yes, Sharke is correct! They default to the Documents folder

It depends which "presets". There are 2 kind of presets, created/saved by Sonar and created/saved by particular plug-in.
 
Sonar presets are registered in the registry. Short presets are completely there, longer are in files and corresponding record in the registry. I do not think the registry can be updated putting these files into some specific location. Proper manipulation with presets is possible from Utilities/Cakewalk Plugin Manager. There it is possible to export/import (Sonar) presets for any plug-ins. Resulting files are portable.
 
Plug-in specific presets are plug-in specific... there is no common rules where they are and how to register them.
 
Note that plug-in specific presets can appear in the "preset list" box in the top left corner of the plug-in window, along with Sonar presets for this plug-in. While in the same list, they are physically different (you can save any preset as Sonar preset).
 
To save/restore all plug-ins current settings into project files, DAW calls special function available in all plug-ins, a kind of "Save current status" and "Restore status". Resulting information is a "black box" for Sonar, it saves it verbatim. The same mechanism can be used to save current status for just one plug-in and name the status. That is how Sonar presets for plug-ins are working.
Plug-ins can have arbitrary own mechanism to save/restore own settings. The format can be the same as for saving status or different, that is undefined.
There is a mechanism for plug-in to inform DAW about existing own presets, so the DAW can show the list in standard for all plug-ins interface. That does not mean these presets are physically saved by DAW, that is just a list of names. Plug-ins can dynamically update the list (f.e. Guitar Rig 5) and not all plug-ins exposing such lists.

When I want to find out where a plugin's presets are stored, I open its Save As menu and see where the plugin wants to save my new preset. More often than not, it'll open a standard Windows file selection dialog.

Thanks for all the help.  I greatly appreciate all your feedback.