PilotGav
Same problem here. The program doesn't ask where your VST folder is.
NOTE: I've installed the demo version.
I installed the demo version as well and I had the same problem. I had to navigate to the TH2 folder and copy the DLL to the default cakewalk vst folder
the folder is C:/ProgramFiles/Cakewalk/Vstplugins
If your using a 32 bit version in a 64 bit OS the default is C:/ProgramFilesx86/Cakewalk/Vstplugins
If TH2 cannot be found in the folder listed above it will not show up in the audio plugin list. Go to your program folder look in overloud or TH2 folder for files ending in .dll copy and past into the above folder. Cake walk should then see it the next time Sonar is started. If not run a plugin scan.
When you install the full version that is purchased from cakewalk it will ask you to list the default plug in folder. (the demo does not do this) hit the browse button and navigate to the default folder on install.