How do you find midi commands embedded in an imported midi file?

I am not sure I worded The question right. I am near keyboard/midi illiterate.
 
I have a .mid file and I want to import it and have it play in Sonar.
 
What I did was start a new project, add synth, import .mid file, pressed play. When I did this with SI - Electric Piano, I got nothing. I messed around with inputs and outputs but no sound.
 
I tried again with True Pianos and got sound but it was very quiet. I turned up the volume inside True Pianos and it played fine. Every time I restart the song, the volume goes low. So I assume there must be a volume controller command embedded in the imported midi file.
 
Am I correct?
 
How do I find it?
 
I opened PRV but I don't see it. But like I said, I don't have experience doing this sort of thing.
 
Thanks

Thanks