>when you say "start again" - you mean uninstall and try to install it again?
Yes, if you can get it all off your system with an uninstall that would be best. If not, you can install again and then get rid of the extra 'data' folder, if it's not in the right place.
>why are they not all together?
That was probably done by the Sonar installation but you don't have to keep it like that.
If you want to see all your Soft Synths together, go to Insert > Soft Synths > Manage Plugin Layouts. You can now make folders or remove synths from folders, organize by type or with separators between categories, etc.