These are the most common causes I've seen for this problem.
My first two: your system may have anti-malware software that detects installation of drivers and removes them at next system restart, or your Windows user account may not have sufficient privileges when running the installer. I can only take educated guesses as to why this happens. That's what the trouble is, and what we need to solve. This works just fine, but then you restart the computer, and the computer behaves as if the driver had never been installed. At that point, your system, including Cakewalk, should happily recognise that you have a Focusrite audio interface installed. You have downloaded the driver package for your Focusrite interface, and by running it, you install the driver. The behavior you are witnessing is not normal. That's a good attitude to go with: building a DAW is something of a project, so it may take a bit of fiddling and you may need to learn a thing or two about subjects you don't really care about.