All plugin FX are grayed out in Process Menu (Sonar 8 Studio)

Hi
I tried a search for this before posting and I was surprised not to turn anything up, but so..
I have the Tutorial 1 Track view open and I am trying to put some verb on the sax track. The help file says to right click in the track FX box and pick an effect. Well, all I can see going that route are a couple of Cakewalk MIDI FX I don't want, like an arpeggiator.
 
Alternatively, it says in the Help to select the track  and go to the Process Menu and pick an effect, but they too are all grayed out. I'm not sure about the "select a track" - I clicked on the Sax track and expanded it so I can see the FX box, so I assume it is "selected" (maybe not).
I opened Plug-In Manager, and I can see all the registered FX in a bunch of folders including a couple of Reverb VSTs I downloaded and dropped in the folder. I clicked the Plug-In Properties box and clicked the Enable as Plugin box, but they are all still inactive.
Can anyone help please?
Thanks
Phil

Ken has got it I think - you can only apply audio Fx to an audio track, not midi

Hi
This is Sonar 8 Studio
It's how it is when I opened the tutorial and it loaded half-dozen music tracks. But they have an icon that looks like a 5-pin MIDI plug, which must mean they are MIDI tracks. I had to create a softsynth to make them work.
So I guess you guys got it right. I'm not really interested in creating music tracks tho - I just want to create drum tracks with the default drum machine that  I can use live. I was messing about with that a little bit, but although I can press the pads and get the meters to jump, I can't get any sound, so I'm guessing maybe I need to assign them to the softsynth too please?
Thanks
Phil