I reprint (modified) part you should do once, no MIDI tracks required. Important part in bold
Open Cakewalk Plug-in Manager from Sonar Utilities menuSelect "MIDI Effects", "AZ Lua".Press "Import..." buttons, select SPP file, press "Open""Close" the managerNormally imported presets appear is the plug-in presets list without Sonar restart. But sometimes the restart is required
After that, when you see the picture you have posted before, click where you see "No preset" in the left top corner. Select "Example: 3 bands".
When you start using it, you will immediately notice that changing parameters do not have immediate effect. It takes 1-2 measures. That is Sonar "feature", nothing I can correct... Sonar "preparing" MIDI buffer in advance, there is no way to discard already prepared part. In fact Stop/Start can be faster way to apply the change. Fortunately in live mode that is not a problem.