Alesis DM-5 Help

MIDI and Audio follow two completely different paths into Sonar.
It looks like you have the audio side figured out.
Are you going from the DM-5 line out to a mixer or to your interface? Whichever you are using, use the appropriate volume control and turn the volume all the way down.
In Sonar, Make sure the UM-1G is recognized and selected as a MIDI input device(Options>MIDI Devices).
Sonar cannot see the DM-5 directly, only the MIDI port to which it is attached.
Do you have your VSTi (most likely Session Drummer3) inserted in your project?
It shloud be inserted with a MIDI Source Track, First Synth Audio Out (or All, for better editing flexibility), and the Synth Properties Page.
In the MIDI track, select the UM-1G as Input.
Omni is OK, but selecting Channel 10 for input is better, especially if you have other MIDI controllers connected.
Make sure Input echo is on.
Strike some of the drums. You should hear sound coming from Session drummer at this point.
Hopefully you have a decent sound card/interface, as using the VST instruments in real time demands low latency.
I have the DM-6 kit (USB only). The specific inputs are different, but the principle is the same.
I use it with Session Drummer 2 and EZ Drummer.
hth