I got these things for free with addictive drums and keys. I've installed them both but they don't appear in my VST menu.

they are fx, if thats what you mean.. there is a few ways to include fx.. you could right click on a clip , insert fx
 
you can do it via the browser.. just change the plugin type to fx... but you have to have a track open with say a synth or audio etc.
 
or do it via the console view, there is a blank box , again right click.. insert fx.. and you get a list.
 

In the case of VST2 plug-ins, it depends on where they are installed. The Cakewalk Plug-in Manager must be able to find the plug-in. Usually plug-ins provide a way to select the path for the dll. Rarely will third party plug-ins default to the SONAR default VST2 plug-in path "C:\Program Files\Cakewalk\Vstplugins" for 64bit SONAR and "C:\Program Files (x86)\Cakewalk\Vstplugins" for 32bit SONAR. There are a few ways to handle this:
Specify the path during the plug-in install process,
Add the plug-in path to the VST scan path in SONAR Preferences > File > VST Settings,
or manually copy the dll into the SONAR VST scan path.
 
Location should not be a problem with VST3 plug-ins because plug-in location is part of the VST3 specification. The VST3 path is already part of the Plug-in Manager scan path.
 
After installing plug-ins the Plug-in Manager must scan for the plug-in. This may happen automatically, on startup or manually depending on how SONAR is configured.
 
Also, when using custom plug-in layouts, the plug-in must be manually added to the layout before it will show in SONAR.

I see a lot of requests along the lines of "I can't find this file anywhere; where is it installed?"
 
I use a free utility called "Everything" (http://www.voidtools.com/), that keeps track of what is on all of my hard drives and makes searching fast and easy.