Just d/l/d the Professional Demo and No Sound with MIDI

I've use Sonar in the past -- I think the last version I used was X1.  Actually, I started out with Pro Audio 8, way back in the days of Win98, so I've used Cakewalk's top-end software for quite a while, albeit off and on. It's been a while since I've gotten the urge to do any composition, tho, so I haven't kept up with things. But anyway, I just downloaded the Sonar Professional demo and I plan on buying a copy if I can get it to work right.
 
So I've loaded up a short MIDI file that I actually wrote in this earlier version of Sonar a few years ago and I'm not getting any audio out. The meters move, but that's it. So, I poke around some and I load "Preferences" and find that Sonar is defaulting to Audio Ins and Outs of "Stagelight 64-bit ASIO Driver Not Connected". Well, paying attention to the "not connected" part and not recognizing the "Stagelight" part, I do a google search and find it. So I download the free version and boot it up and it appears to be a lightweight way to slap pieces of music together. Well, I exit out of it, but I'm hoping that the Stagelight install brought along some drivers that Sonar needed. So I reboot Sonar and check on the Audio Ins and Outs again, and it's still the same situation. And that's where I am right now. Is there something else I need to do with Stagelight to get Sonar to see its drivers? The OpenLabs (Stagelight) website does not discuss drivers for Cakewalk, that I can find at least.
 
There are a couple of other things about the interface that are bothering me but I don't think they're affecting audio out. I'll address them in another note.
 
So any ideas on how I can get my Demo of Profressional to make sounds?
 

Thanks for the reply. Well, I went and did as you said. I'm using the Cakewalk TTS-1 soft synth, since this is what I had configured when I originally wrote this little piece.
 
So I went to Insert>Soft Synth>Direct X>Cakewalk TTS-1 and in the pop-up, I tried a couple of  different configurations. First I tried Simple Instrument Track, then I tried MIDI Source and also checked All Synth Audio Outputs Stereo and Enable MIDI Output.
 
Still, no joy. I also have Notion loaded on this machine -- Notion is a notation-based sequencer of sorts. And just to see what happens, I tried loading it using the Rewire function. Well it loaded fine -- I've got Notion tracks showing in the track view and it does produce sounds. When I input notes into Notion, they sound like they're supposed to. So I know sound is getting through one way at least. But not the other.
 
Oh, and one thing I did in Preferences was change the drivers from ASIO to WASAPI. This allowed me to get rid of the nonexistent ASIO driver and load the native ones for the machine. As I dimly recall, this driver mode provided me with the best results when I composed this little piece. I should mention though that it was composed on a different machine than this one, so it has different hardware and all -- but it still works fine for other audio playback tasks.
 
I've managed to figure out how to load the Console View, so now I can see the individual tracks' and the audio outs meters and sliders and they respond when I click play, but still no sound.
 
I'm sure it's something simple, but honestly I wish Cakewalk would cover basic setup with their Demo product so the evaluator could spend time, well, evaluating, instead of spinning their wheels.