I've downloaded and installed the free audio fx from the cakewalk store, but they don't show up in X2Pro.

Wondering if they need to be in a certain folder or establish a specific path (with I've tried with no luck) to be recognized?
 
What does X2 need to find them?

You need to run a VST scan. Do that from the plugin manager or Browser.

If you are running a 64 bit OS you wont be able to use them because they are 32 bit DX plugins. FX 3 is the Sound Stage plugin and is DX for example. 

FX 2 amp sim and tape sim comes with X2 and is 64 bit. 

That's it John, I'm running 64b.
Thanks, I know not to waste anymore time on them now.

:)

By any chance, do they work in the 32b V-Studio?

yes they do work in 32 bit any version.
you can also use a dx.to vst wrapper amd they will work in 64 bit.
i have them working fine. the fx 3 soundstage is quite a unique plugin. lets you move a.sound.not only left to right in the sound.image but forward and backward. like placing an instrument in position on a literal stage

google dx to vst wrapper