You get the license with Premium, but there is no version of Phoenix that runs within Cinema 4D at present, sorry. The Phoenix license does let you use it in other host applications though, and you should then be able to export to VDB to render within C4D.
Scans you get a license for with Premium, you just load the vrscan into the Scanner Material in Corona 9, no extra installation required and that definitely fully works worth C4D :)