There are two parts to the library
If you are running 64bit the default locations are
c:\Program Files\Cakewalk\Dimension Pro\Multisamples
c:\ProgramData\Cakewalk\Dimension Pro\Programs
For 32bit the default locations are
c:\Program Files (x86)\Cakewalk\Dimension Pro\Multisamples
c:\ProgramData\Cakewalk\Dimension Pro\Programs
There should be a "Digital Sound Factory Symphonic String HD" directory in the Multisamples directory that contains the sfz files and subdirectory of wav files. There should be another "Digital Sound Factory Symphonic String HD" directory in the Programs directory containing 4 subdirectories of prog files. FYI, the ProgramData directory is a hidden directory.