Let me answer what I can.
The microhost is a mini program designed to let you use the synth outside of a DAW like Sonar. To use that from Steam, double click the product in your account. You should have three options - the two that say "Launch Z3TA 2" will launch the microhost and let you use the plugin.
The plugin manager is a program we've written that allows you to create "symbolic links" to your plugins inside the folders checked by the DAW you're using. If you run that program, you must specify the 32 bit or 64 bit plugin folders scanned by Sonar. When you specify those folders and press "Link All 32/64 bit Plugins", it should create symbolic links in those folders. Then, when you scan for plugins in Sonar, the scanner will see the link and treat it as a plugin.
The reason this is important is that the SteamReg program needs to exist within the steam folders; by making the link, you let it stay inside those folders and allow it to work properly. We do this sort of thing all the time in development while we're building and debugging plugins.
As for Sonar X1, I have no experience with that program and don't know where it looks for plugins / how to rescan plugins, but I'd guess that the folder is something like
C:\Program Files\Cakewalk\Vstplugins
or
C:\Program Files (x86)\VstPlugins\Cakewalk
Maybe someone else on these forums can tell you how to kick off a rescan.
Now, with all that said, I can't really guarantee any of this will work. If you've really cut and pasted files from the steam folder to another location, you're in somewhat uncharted territory. My suggestion would be to delete the files you've pasted elsewhere and ensure that Z3TA+ 2 no longer appears in Sonar as an instrument. Once you're certain Sonar no longer knows about Z3TA+ 2, right click Z3TA+ 2 in Steam and select "Delete Local Content". Then reinstall the plugin and set up your links using the plugin manager and rescan.
That "should" work, but I'm not sure exactly what you did when you moved the plugin, so I say again that behavior is at this point undefined.