So... what was it doing when I routed the the output to itself
When you route the output to itself, I assume you mean "SI drumkit" the MIDI track is going directly to the synth. How the synth handles the note names is down to the individual synth.
In the case of the CW Studio instruments it seems that it translates as notes rather than individual kit names. Session Drummer 3 for example does the drum names for you. If it were hardware you could write an Instrument definition (ins file) if one hasn't already been written to "translate" the note names to drum names. As it is this option isn't available for soft synths.
How does the track know what synth to play if you don't map the output of the track to a synth?
The routing is handled by the drum map. One of the fields in the drum manager is the "Out port". This is the part of the drum map that tells it what synth to play.
As er......... antiquated as the drum map interface is in principle it is still a very handy and powerful tool. You can create a drum map from many different drum sources if you wish "mapping" each note on your controller to a different note on any drum synth you wish.
In its simpler use as in this case it just translates the note names to drum names for you, but can be used in a far more powerful way if required. Just a shame its so awkward and unintuitive to use. Try writing a map from scratch rather than loading a preset, you'll see what I mean.
Why do simple instrument tracks need both and audio and Midi track? Why can't it just be a midi track with the output routed to the synth?
Well it can be just routed to the synth and in the case of hardware it is. But if you think about it you need to be able to hear the output. If it's a hardware drum machine or synth you would simpy listen to the output of that piece of kit. Be it via an output to a mixer or amp, it's own internal speakers or whatever.
The audio track of a soft synth performs a similar function, the soft synth needs to output the sound it is generating somewhere, in this case an audio track within Sonar.
I guess I just assumed it would be a lot more straight forward then this
It probably doesn't seem like it right now but it is fairly straight forward once you get the idea and some of the terminology. I started off life as a guitarist who would come out in a cold sweat at the mention of MIDI, once you get used to it and learn how to use it's power though it really is straight forward.
There's always plenty of help here so if you need to know anything just ask. Don't be worried about how stupid you may think the question is, we were all new to it once and most of us don't bite....... Just ignore the ones that do.