Normally the workspace and the gms are already installed by the cutter driver installation and you can select them from the tools, options, workspace menu in corel draw.
If the workspace is not present you can install them manually.
On the CorelDraw 2018,2019 question; the current version of DirectCut driver does not support Corel 2018. It'll be covered in the next release, but in the interim, you can make it work by copying two files:
note: change 2018 to 2019 if you have coreldraw 2019
Copy:
"c:\program files(x86)\allen datagrah\cutter driver\Corel2017\DirectCut.cdws"
to
"%AppData%\Corel\CorelDRAW Graphics Suite 2018\Draw\Workspace"
directory.
Then copy
"c:\program files(x86)\allen datagrah\cutter driver\AllenDirectCut.gms"
to
C:\program files\Corel\CorelDRAW Graphics Suite 2018\Draw\GMS
Then start CorelDraw and select the directcut workspace.