The demo project All Through the Night is located here.
To find yer plugin, open up the FX Browser and type the name into the filter list. If it doesn't appear, check Preferences->VST to make sure the path is represented. If it still doesn't appear, make sure you actually installed it correctly.
I've never had trouble getting other apps to produce sound while Reaper is running. Check this. Make sure top box is checked. If it doesn't work, try the other one. If it still doesn't work, post on the Reaper forum.
The demo works after 60 days, but by the Reaper TOS you must either delete it or purchase a license. I know, treating people like responsible adults instead of criminals, who'd have thunk?