Hi David, welcome to the forum!
On Windows, i believe the appropriate Kontakt VST file needs to be added to the Avid VST folder (?). i am many years removed from how the latest Windows OS likes to do things, so i may not be much help beyond that. Hit up the guys at Tapspace, they probably know.
That is not the correct place for the sound set (although it may actually work, don't know). The Sibelius "Users" folder on Windows is at:
C:\Users\
yourusername\AppData\Roaming\Avid\Sibelius\Sounds - create the Sounds folder if it is not there.
AppData is a hidden folder, so you'll need to unhide it to get to the rest. See
Installing a Sound Set for more.