Hello,
@Cinemike: Corona does have it's own menu (this is probably corona versioned rather than cinema versioned)
Please, run the installer again and Select "Custom" and make sure R16 is checked. It is possible that the installer failed to find R16 in the registry.
If there are further complications, I would recommend using the "Unpack" method and then copying the corona folder from Corona Renderer/Cinema 4D R16 Plugin/ to your /plugins/ folder inside Cinema 4D R16 directory.
Let me know if you need further assistance,
Jan