It's very likely that you purchased NZAA from the MSFS Marketplace.
Unfortunately, VDGS only works on copies
downloaded from our Flightbeam webstore or Contrail. It will not work if
purchased from MSFS Marketplace because Microsoft does not allow multi-part
installations, which is required for VDGS to work. Our copy of NZAA has VDGS
completely integrated and there is no need to download a separate addon.