I also have a fresh installation of Cubase AI 8 (on Windows 7), and at first could not load any presets into HALion Sonic SE - the VST instrument itself was selectable, but only an empty frame.
I then searched for “Halion” in my Cubase folder and found two .msi files (HALionSonicSE.msi or HALionSonicSE_64bit.msi and HALionSonicSE_Content_for_Cubase_LE_AI_Elements.msi).
After installing these two .msi files I can use Halion Sonic properly - i.e. I can load presets and programs, and play back MIDI files via HALion.
Maybe this helps?