When you click in a slot rack a small browser opens.
In the bottom left you have a little button that allows you to click on “filters”.
There you go: a complete browser with all tagging possible.
The first collum of this extended view normally lists the different categories you have.
The content in Halion Sonic SE is different depending on the cubase version you have.
elements = basic
artist = basic + artist + hybrid
full = basic + artist + hybrid + pro
You can also see the different categories (per preset) in the edit windows of halion sonic SE 2.
Halion Sonic SE2 actually shows you a macro in that edit field and in that macro the category is allways listed.
If you are not sure if you have all the content you can do the following:
Sounds (presets) in the entire Halion-line are organised in soundcontainers that have an extension *.vstsound.
A vstsound contains the samples and the vstpreset files.
The containers are locked in Halion Sonic SE2.
But having too much containers is no problem, since in the vstsounds there is a tag that only lets you open it when you have the correct version of Halion. So too much vstsounds is never a problem, too few can be.
Look in your computer where your *.vstsounds are stored and make a comparison between what is on your harddrive, and what vstsounds are in the install files. Then you are sure that you have all content.
Also: when you have a message, can not find sound/sample… this means that you don’t have a certain type of vstsound on your harddrive that is needed.
And as being said all this: look at this topic 
looking for the download of the content look in that topic for the link to:
DVD 2 · HALion Sonic SE 2 Content (ISO Image) · 3.2 GB
kind regards,
R.
Normally you shouldn’t worry about it, and the installers do their job fine and copy everything correctly to you harddrive. But it does happen on some systems and in some specific situations that content is not written on the harddrive. You will normally be notified of this by the system when cubase boots.