To load a VST, select "New Audio instrument" instead of "New sample player". Now you should be able to select a "VST" sub menu, or select "Plugin Manager" at the top of the menu. You might want to add VST paths under Edit -> Preferences -> Plugins first. To rescan VST plugins, select Windows -> Show plugin manager.
It's probably simplest to select "Show plugin manager" under the "(click me)" menu if you want to select a VST plugin for a track. You can also press F12 instead of clicking "(click me)".