There is no install file on the DVD, you must manually copy the files to the correct locations. The installation procedure is detailed in the readme file in the Windows folder of the DVD.

Basically, you copy the .dll file to your C:\Program Files\Steinberg\VSTPlugins directory, and copy the data file to the location of your choice.

In Sonar, after installation, you need to run the Cakewalk VST Adapter 4 and make sure it looks in the location you copied the .dll file to.