Cakewalk TTS

This will sound pretty dumb but... I downloaded a midi file somebody else created (Water Mellon Man) and I loaded the midi file in to MC 4 by simply opening it. In my struggle to hear the midi sounds and my guitar all together I searched around the UI. I clicked something called Cakewalk TTS and presto all of my midi tracks were duplicated into a new view that looked like a mixing console, the top of which said "Powered by Roland". The console had many columns much more than the number of midi tracks. Now when I click the arrow to play I hear all the midi tracks along with my guitar track. I can record my guitar on top of this and then I can export the whole thing to any type output I want (MP3, WMA, Wav) without doing anything else but "export". Here's the dumb part, I don't know what I did to do/view this and I don't know what this is but its about 99% complete success after hours of playing with MC 4. I realize this is total newbie stuff but any insights would be much appreciated.

Thanks again to everyone here.

The TTS-1 is a software synthesizer, instead of a hardware synthesizer such as the one in your sound card. It takes a MIDI input, and using the MIDI track's properties (patch, channel, velocity) outputs it as audio, which is why you can export/convert it easier. The sounds are generally better than the Microsoft GS Wavetable synth.
And Roland now owns a majority of Cakewalk.
When creating your own MIDI tracks, make sure each MIDI track is on a seperate channel, since you'll most likely have to do the setting up yourself. The MIDI file you imported apparently did it automatically.