I contacted Anatares a few months ago and
posted their reply. In it, they confess to a problem with their VST3 versions conflicting with Sonar, and recommended using the VST2 ones.
At any rate, I did something wrong. I finally got the thing to work, as you guys have shown me. However, the harmony output was horrible. It appears that the HE plugin is taking input from ALL the MIDI tracks in the song, not just the one with the chords. But in an effort to delete the tracks, I lost the plugin altogether. When I fired up Sonar again, I got a "can't find Harmony Engine EVO, etc." It disappeared from the plugins list. A rescan failed to resurrect it from the binary graveyard.
My old TC-Helicon Voice Prism Plus is looking better and better. This whole software-based synthesis is just too unreliable, at least on a Windoze machine.