When you installed the delay did you select the default cakewalk VST folder? Did you check the folder to see if the plugin is in the default vst folder? The default folder should be C:\programfiles\cakewalk\vstplugins\.
If all of that applies and you still cannot find it when you run Sonar Did you try to reset your plugins. Go to edit then preferences. click on vst settings click reset then click scan
The actual location of the dll plug should be C:\programfiles\cakewalk\vstplugins\overloud. the dll is called VKFX delay-64.dll. If the plugin is not in that folder then it did not install correctly. This is assuming you are using the 64 bit version of Sonar and the 64 bit delay