Nigel, thanks for the quick reply, which resurrected my confidence on Cakewalk.
I did want you said. In the left panel, "Plug-in Categories (11 found)", inside Cakewalk Plugin Manager, I saw "VST Instruments (VSTi)". So I clicked that, and sure enough I saw Keyzone Classic in the middle panel. "Registered Plug-ins (10 found)". Keyzone Classic is the plugin that I wanted to import and use in Cakewalk. so I highlighted "Keyzone Classic" and clicked "Add Plugin", the top rectangle under "Plug-in Menu Layout". Then I saw "Keyzone Classic" added to the huge panel under "Plug-in Menu Layout".
So far so good. But when I clicked "Close" in the right lower corner of the Cakewalk Plugin Manager, a window popped up asking me, Save changes to current menu layout, "<Unnamed Layout>"? Because I didn't know how to answer the question, I clicked No. Then I clicked Start Screen near the upper left corner of Cakewalk, picked the 4-track choice, saw the 4 tracks displayed in the center, but the Plugins list still showed only 24 plugins and my Keyzone Classic was not in the Plugins list.
With this failure, I was not deterred. I figured that perhaps my addition of Keyzone Classic was not saved. So I repeated the above process of clicking "Add Plugin" in the Cakewalk Plugin Manager, and repeated the steps described above. The only exception is that I answered the question, Save changes to current menu layout, "<Unnamed Layout>"?, by clicking Yes. A window popped up in the middle of the screen. The title of the window was "Save Plug-in Menu Layout". The Save in rectangle showed a folder with a name of "Plug-in Menu Layouts". Under that was a big rectangular window with two headings, Name and Date modified, but it stated "No items match you search" inside the big rectangular window.
Should I put in something in the "Display name" rectangular window underneath and also something else in the "File name" rectangular window, and then click Save? Below these two rectangular windows was the Save as type rectangular window, which stated "Plug-in Menu Layout (*.pgl)".
As a Cakewalk newbie, I am seeking assistance from experienced Cakewalk users like you. I want to strike when the iron is hot (keep going with my motivation to start using Cakewalk to play Keyzone Classic's pianos using my MIDI controller in my initial journey to learn to play piano).