If it doesn't want to install, try this..
Insert the install disk and if the auto-run starts up, cancel it.
Navigate into the disk and find the Sonar 4 folder, inside there you should find the "Setup" file, right click on it and then select "Properties", and then on the Compatibility Tab set the installer to run in compatibility mode for Windows XP Service Pack 3, this should get the installer running for you.
I've had no luck at all getting the old VST wrapper to work correctly on Windows 10, and some of the old DX plugins are very difficult to remove from the computer, doing so requires very carefully going though the computer's registry to delete them, it's a MAJOR PITA!
I would recommend doing an advanced install and just installing the core program, this should allow you to open your bundle files and bounce out the audio tracks.