I know this is old but it could probably help someone who got stuck on this like me:
Since I have a fresh installation of both Cakewalk and Keyzone in my system, I had to go to Cakewalk > Edit > Preferences (shortcut P) > File > VST Settings > VST Scan Paths > Add > 'C\program Files\VST plugins'.
Make sure 'Automatic Background Scan' is selected under 'Scan Options' else you'd need to 'Scan' manually.
(ref below screenshot)
(ref