I found the same issue, I only have the Guitar Rig 6 "player" version, which is likely fine for my needs but I may opt for the pro version depending on whether I like it or not, I'm going to compare it with amplitube see which I like best. Either way with both options it must work as a vst in Cakewalk, I don't care much for standalone stuff that works outside of my favourite DAW.
In the native access app it said that guitar rig's vst's were in "C:\Program Files\Common Files\VST3 " which is in cakewalk's list of places to scan and where I did actually find a "Guitar Rig 6.dll" but despite rescanning the vst's and reading a log file a couple of times nothing. I copied the "Guitar Rig 6.dll" to cakewalk's own "vstplugins" folder just as a last ditch attempt and without a manual rescan cakewalk picked it up straight away. Strange but true, hope that helps someone.