Oh ok - so it IS installed, I misunderstood.
Yes that is normal. There are a couple of ways you can use SampleTank. By far the EASIEST way is to just right-click on a Band-in-a-Box MIDI track (i.e. like you would normally do to select a RealTrack) and select a Hi-Q instrument. The Hi-Q instruments play through SampleTank.
In fact you don't really need to visit the SampleTank interface at all - Band-in-a-Box configures it automatically. The only thing that you DO need to do is make sure that "Use VST/DXi synth" is checked in the MIDI Driver Setup dialog. (Opt. | MIDI/Audio Driver Setup).
Advanced users and people with some extra time to play around with it, can do much more with SampleTank, such as downloading and loading in any other SampleTank compatible sound onto any MIDI track. However we shouldn't confuse this thread with that more advanced topic.