The subject line might be a bit misleading-- I know how to add MIDI plugins to a track, but I don't now how to add new plugins that I've downloaded.
 
For example, I downloaded an arpeggiator, and copied the .dll file to the Shared MIDI Plugin folder where all the stock plugins are kept.  But, when I try to add it to my track, it does not appear in the drop down list of plugins. 
My first assumption was that maybe the file I downloaded just wasn't a good file, so I tried downloading several other MIDI plugins, and copied all of them to the Shared MIDI Plugins folder, but none of them appear.  The only MIDI plugins I ever see are the ones that came with Sonar. 
 
Apparently I'm doing something stupid.  Anyone able to steer me in the right direction?
 
Thanks.
 

Try this. Go to Tools>Cakewalk Plug-in Manager. Click Midi Effects (MFX) on the left. Do you see your new plug-ins in the middle window? If not, click the Scan VST Plug-ins button. No new plug-in can be used until it's found in a scan. Then the software recognizes it.

you gotta scan them at least once.

I might be wrong, but the plugs I'm familiar with are audio plugs not midi plugs.

There are midi FX you can apply, but the plug ins are audio....yes?

Thanks.
I should have mentioned that I had actually already tried exactly what you suggested, but none of the new plugins appear, even after doing the scan. 
I also used the options menu to make sure that it is scanning the folder where I placed the file, but still nothing.  It only ever finds the original Sonar plugins.
 
I'm using Sonar Home Studio 6.... not sure if that makes a difference.  I assume it should be able to recognize third party add-ons.
 

Are any of these Midi plug-ins free? we could try them out and see what's up. I don't know if SHS6 would have a problem with them or not. I've never used it.

The one I'm mainly interested in is a free arpeggiator, found here:
http://www.kirnuarp.com/
 
I feel like a bit of an idiot for not being able to figure this out on my own!  I'm usually okay at this stuff.
Thanks for your help.
   

its not just about running the scan. You need to tell it where the DLL file is located. The thing I do is create a new folder for the DLL in my CakeWalk Plug In folder.  tell it where the file is, then run the scan to let it find the file.

I have run some scans the right way and the Plug refused to load properly. this happens mostly with the free stuff that might not be as well written as it should be. I have had to throw away many promising Plugs that refused to play nice.

I have never had a commercial plug refuse to load and run.

tools>cakewalk plugin manager> now click on the OPTIONS TAB under the VST Configuration header..... in the new window that opens, click on ADD and then navigate to the new folder/new VST DLL file and click it OK... now run the scan.

Your new VST should now appear where it's supposed to.

I downloaded the arpeggiator and found that it is a VSTi synth. If you put the dll in the VST folder, and scan, that's how it shows up. I haven't been able to make it work, though.

Ditto. Downloaded it to my desktop, dragged it into the VST file, scanned it in SONAR Home Studio 6.
Shows in the list and I can insert it, but it doesn't make any sound, yet. I can see stuff happening in it's GUI, but no sound.