How to create notation for a solo cadenza
Right-click on the measure in which the cadenza is to begin, and select Measure Properties. In the Measure Duration section, set "Actual" to a high enough number so that your entire cadenza will fit into one measure. Alternatively, select several measures and join them into one as-long-as-necessary measure using the menu command: Edit → Measure → Join Selected Measures.
In the same Measure Properties dialog, check the box labeled Exclude from measure Count unless you want the program to number that measure.
Optionally, open the Barlines palette (F9 Mac: fn+F9) and drag a double bar to the beginning and end of the cadenza section, to set it off visually.
Write your cadenza. If the measure cannot fit on one line, split the measure using the menu command: Edit → Measure → Split Measure Before Selected Note. When complete, select the first rest after the last note of the cadenza, and apply this menu command: Edit → Measure → Split Measure Before Selected Note. Delete the unneeded extra measure fragment.
Select the first note of the cadenza and press Ctrl+Shift+T (Mac: Cmd+Shift+T) to create system text that will appear in every part, saying "Solo horn cadenza" or something similar.
Finally, it is a good idea to print the last eight or sixteen beats of the cadenza in every orchestral part as a cue, so the players will know when to come back in. (If the cadenza is not long, you can even print the entire thing.) Cues are always set in small notes--which you have already done for the cadenza, so that property should copy to the clipboard with the notes--but you don't want the cues in every part to sound when you listen to the score in playback. Use the Inspector (F8 Mac: fn+F8) as you did to make the cadenza notes small, and uncheck the box marked "Play" once you've selected the cue in each staff.
Note: You will have to decide how to deal with rests that will appear by default in the non-solo parts. When you first create that very long irregular measure (in step 1 above), the program will fill the measure with rests on all staves.
These rests will likely include quadruple and double whole rests as needed, but as soon as you click on one and go into note input mode and select a duration, those rests will subdivide.
When you paste the copied cue into a part, you'll have to find the proper point at which to start the paste-in so the cue ends at the end of the cadenza measure. That will leave all the earlier part of that measure filled with an assortment of longa and breve rests and others, which you may or may not want to be printed in the parts.
You can simply make these all invisible by selecting them and then typing V, or you can leave them visible if you think it will help the orchestral players keep track of where the soloist is. It depends on the structure of the cadenza. If it's fairly rhythmic, the players will be able to count along normally, but it it's written and played completely ad libitum with little rhythmic pulse, the rests won't help them much. That's why they need a few "measures" of cue material to listen for.