Where do I install VST instruments?

Did you install your Grand Piano VSTi? Did it ask you were to install?
Check videos on youtube how to manage VSTi in Cubase.
Quick tip will be: go to Devices → VST Plugins, there is a lot of stuff to study. Also you can see there where Cubase are looking for plugins.
Typical paths are:
c:\Program Files (x86)\VstPlugins
c:\Program Files (x86)\Steinberg\Cubase 8.5\VSTPlugins
c:\Program Files (x86)\Common Files\VST3
c:\Program Files\Common Files\VST3
c:\Program Files\Steinberg\Cubase 9\VSTPlugins\

Also you can install into your custom folder and tell Cubase search there.
Than create a new project and add instrument track. Find your GrandPiano in VSTi option list. If you don’t see it, you missed something.