Hello,
For Play to show up in VEPro, you'll need to find the Play instrument plugin, rather than the sound libraries themselves. On windows, that's the Play VST plugin (possibly named play_VST_x64.dll for the VST2 version, and Play.vst3 for the VST3 version). On Mac there's a VST and AU version available, I think.
The default install location will differ based on operating system, and I believe you can select a custom location during install, also. So, I'm not sure where that plugin will be located for you. I tried a quick search online to find the default install location, and found references to a bunch of different locations that were used at one time or another, so unfortunately I cannot offer any more advice that that (mine's not installed in the default location, and I'm also not on the latest version).
Steve