documentclass{article}
usepackage{unicode-math}
setmainfont{Cambria}
setmathfont{Cambria Math}
begin{document}
$sin(x)=0$
end{document}

>lualatex foo.tex
This is LuaTeX, Version 1.10.0 (MiKTeX 2.9.7000 64-bit)
 restricted system commands enabled.
(./foo.tex
LaTeX2e <2018-12-01>

luaotfload | main : initialization completed in 0.725 seconds
("C:/Users/me/AppData/Local/Programs/MiKTeX 2.9/tex/latex/base/article.cls"
Document Class: article 2018/09/03 v1.4i Standard LaTeX document class
("C:/Users/me/AppData/Local/Programs/MiKTeX 2.9/tex/latex/base/size10.clo"))
("C:/Users/me/AppData/Local/Programs/MiKTeX 2.9/tex/latex/unicode-math/unicode-
math.sty"
("C:/Users/me/AppData/Local/Programs/MiKTeX 2.9/tex/latex/l3kernel/expl3.sty"
("C:/Users/me/AppData/Local/Programs/MiKTeX 2.9/tex/latex/l3kernel/expl3-code.t
ex")
("C:/Users/me/AppData/Local/Programs/MiKTeX 2.9/tex/latex/l3kernel/l3pdfmode.de
f"))
("C:/Users/me/AppData/Local/Programs/MiKTeX 2.9/tex/latex/unicode-math/unicode-
math-luatex.sty"
("C:/Users/me/AppData/Local/Programs/MiKTeX 2.9/tex/latex/l3packages/xparse/xpa
rse.sty")
("C:/Users/me/AppData/Local/Programs/MiKTeX 2.9/tex/latex/l3packages/l3keys2e/l
3keys2e.sty")
("C:/Users/me/AppData/Local/Programs/MiKTeX 2.9/tex/latex/fontspec/fontspec.sty
"
("C:/Users/me/AppData/Local/Programs/MiKTeX 2.9/tex/latex/fontspec/fontspec-lua
tex.sty"
("C:/Users/me/AppData/Local/Programs/MiKTeX 2.9/tex/latex/base/fontenc.sty"
("C:/Users/me/AppData/Local/Programs/MiKTeX 2.9/tex/latex/base/tuenc.def"))
("C:/Users/me/AppData/Local/Programs/MiKTeX 2.9/tex/latex/fontspec/fontspec.cfg
")))
("C:/Users/me/AppData/Local/Programs/MiKTeX 2.9/tex/latex/filehook/filehook.sty
") ("C:/Users/me/AppData/Local/Programs/MiKTeX 2.9/tex/latex/base/fix-cm.sty"
("C:/Users/me/AppData/Local/Programs/MiKTeX 2.9/tex/latex/base/ts1enc.def"))
("C:/Users/me/AppData/Local/Programs/MiKTeX 2.9/tex/lualatex/lualatex-math/lual
atex-math.sty"
("C:/Users/me/AppData/Local/Programs/MiKTeX 2.9/tex/latex/etoolbox/etoolbox.sty
"))
("C:/Users/me/AppData/Local/Programs/MiKTeX 2.9/tex/latex/unicode-math/unicode-
math-table.tex"))) (./foo.aux) [1{C:/Users/me/AppData/Local/MiKTeX/2.9/pdftex/c
onfig/pdftex.map}] (./foo.aux))
 419 words of node memory still in use:
   3 hlist, 1 vlist, 1 rule, 2 glue, 3 kern, 1 glyph, 6 attribute, 49 glue_spec
, 6 attribute_list, 1 write nodes
   avail lists: 1:1,2:23,3:19,4:1,5:33,6:2,7:78,8:15,9:15,11:1
<C:/WINDOWS/Fonts/cambria.ttc><C:/WINDOWS/Fonts/cambria.ttc><C:/WINDOWS/Fonts/c
ambria.ttc>
Output written on foo.pdf (1 page, 86448 bytes).
Transcript written on foo.log.

>lualatex foo.tex
This is LuaTeX, Version 1.10.0 (TeX Live 2019)
 restricted system commands enabled.
(./foo.tex
LaTeX2e <2018-12-01>

luaotfload | main : initialization completed in 0.105 seconds
(/usr/local/texlive/2019/texmf-dist/tex/latex/base/article.cls
Document Class: article 2018/09/03 v1.4i Standard LaTeX document class
(/usr/local/texlive/2019/texmf-dist/tex/latex/base/size10.clo))
(/usr/local/texlive/2019/texmf-dist/tex/latex/unicode-math/unicode-math.sty
(/usr/local/texlive/2019/texmf-dist/tex/latex/l3kernel/expl3.sty
(/usr/local/texlive/2019/texmf-dist/tex/latex/l3kernel/expl3-code.tex)
(/usr/local/texlive/2019/texmf-dist/tex/latex/l3kernel/l3pdfmode.def))
(/usr/local/texlive/2019/texmf-dist/tex/latex/unicode-math/unicode-math-luatex.
sty (/usr/local/texlive/2019/texmf-dist/tex/latex/l3packages/xparse/xparse.sty)
 (/usr/local/texlive/2019/texmf-dist/tex/latex/l3packages/l3keys2e/l3keys2e.sty
) (/usr/local/texlive/2019/texmf-dist/tex/latex/fontspec/fontspec.sty
(/usr/local/texlive/2019/texmf-dist/tex/latex/fontspec/fontspec-luatex.sty
(/usr/local/texlive/2019/texmf-dist/tex/latex/base/fontenc.sty
(/usr/local/texlive/2019/texmf-dist/tex/latex/base/tuenc.def))
(/usr/local/texlive/2019/texmf-dist/tex/latex/fontspec/fontspec.cfg)))
(/usr/local/texlive/2019/texmf-dist/tex/latex/filehook/filehook.sty)
(/usr/local/texlive/2019/texmf-dist/tex/latex/base/fix-cm.sty
(/usr/local/texlive/2019/texmf-dist/tex/latex/base/ts1enc.def))
(/usr/local/texlive/2019/texmf-dist/tex/lualatex/lualatex-math/lualatex-math.st
y (/usr/local/texlive/2019/texmf-dist/tex/latex/etoolbox/etoolbox.sty))
(/usr/local/texlive/2019/texmf-dist/tex/latex/unicode-math/unicode-math-table.t
ex)))
luaotfload | db : Reload initiated (formats: otf,ttf,ttc); reason: "Font Cambria not found.".
luaotfload | resolve : sequence of 3 lookups yielded nothing appropriate.

! Package fontspec Error: The font "Cambria" cannot be found.

For immediate help type H <return>.
 ...

l.5 setmathfont
              {Cambria Math}
?

>dir C:WINDOWSFontscambria*

09/15/2018  02:28 AM         1,792,664 cambria.ttc
09/15/2018  02:28 AM           841,440 cambriab.ttf
09/15/2018  02:28 AM           892,620 cambriai.ttf
09/15/2018  02:28 AM           856,672 cambriaz.ttf
               4 File(s)      4,383,396 bytes