Hello Agamemnon!
If you have installed Vienna Instruments/Vienna Ensemble properly and they do not appear in the list of available devices, you will have to “tell” Sibelius the path where your virtual instruments and effects are located. To do so, go to Playback Devices/Audio Engine Options/Virtual Instruments and Effects Folder and choose the path where you installed the Vienna Ensemble VST plugin (= the path where the file “Vienna Ensemble x64.dll” is located). If you are using Sibelius 32-bit, you will have to add the folder where the 32-bit version of the Vienna Ensemble plugin ("Vienna Ensemble.dll") is installed. Then restart Sibelius.
If it still doesn't appear than, I would let Sibelius rescan the plugin folders (Play/Setup/Audio Engine Options/Rescan).
By the way. I strongly recommend to leave plugin files (.dll) where they are. If you copy or move such files and set the path in the Sibelius Audio Engine Options to the copied or moved version, you will get a version mismatch after the next VI/VE update. I would rather watch out where to install the files in the first place during the installation process.
Best regards,
Andi