Free guitar distortion vst. SHS4 uses a separate VST Adapter. It would have installed into your Cakewalk folder from the original disc. Make sure the downloaded VSTs have been extracted. Open the VST Adapter, and direct it to scan the appropriate folder(s). Once that is done, you can open SHS4, and the VST(s) should be available to use.
Note: If you prefer to always use offline Help, go to Edit > Preferences > File > Advanced in your Cakewalk software and select Always Use Offline Help.
If you are not connected to the internet, your Cakewalk software will default to showing offline help until an internet connection becomes available.