A track is a track... it has an "input" from where it get the signal and the "output" to which it send it. I am sure you know and understand that well
But there is one "trick" in the soft synth concept, which is not explained in bold explicitly: Soft Synth IS NOT a track! (in multi-output case, it IS NOT a collection of tracks). It is a collection of INPUTS AND OUTPUT, which can be connected to tracks.
I will use AD2 as an example. Please start from an empty project, the result will be better visilbe :
1) From "Insert" menu, select "Soft synth", (Drums) , AD2. Do not close the dialog...
2) Remove EVERYTHING in the "Create These Tracks" section. Yes, we do not want any tracks now. Click OK.
Now you should see AD2 in the Synth Rack, but you should have NO tracks in the project. At this point, you already can see that a Synth is something different from tracks (unlike f.e. FXes, which can only be inserted into some track/bus)
3) create new MIDI track. Check its "IN/OUT" section in the Inspector. The Input is normally "Omni", means any our MIDI device (keyboard, pads, etc.). In the "Output" choice, you should see your "AD2 - 1". Select it.
Soft synth normally have exactly one MIDI INPUT (MIDI track output can be connected to one and only one soft synth MIDI input). May be there are exceptions, but I do not have such synth. Multi part synth distinguish different parts by MIDI channel (in events, can be forced in MIDI track Inspector section), but they all comes throw the same input. There are 16 MIDI channels, so Multi synth support up to 16 parts.
4) create new Audio track. In its "IN/OUT" section, open "INPUT" choice. You should see "AD2 - 1" ... ALL possible AD2 output channels separately! Including "Master : stereo", the one used implicitly when you select "Simple Instrument Track".
Soft synth audio outputs CAN be used as audio track inputs (once set, the track icon changes to indicate the track is not "normal" audio, but takes audio from synth). So you need to create appropriate tracks and set there inputs to proper synth output. I hope you could follow
You can create all these tracks automatically in case you de-select "simple instrument track" and select "All Synth Output Outputs" (stereo/mono, at your wish). You can also create MIDI track, "MIDI Source" option. And you can put all these tracks into folder.
"Simple instrument track" is really 2 tracks, MIDI connected to the synth input and Audio from master synth output. They are visible as a "combination" of both in Sonar, so you can see (input) MIDI clips and control (output) audio parameters. You can "Right click" - "Split Instrument Track" to show these tracks separately (or, after selecting 2 tracks, "Make Instrument Track" to compose them again). In the Inspector, different views can be switched in the lower right corner ("Audio"/"Midi").
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But which MIDI signal trigger which sound, and where this sound is routed, is synth specific.
F.e., for AD2, in the "EDIT" view, under strips, there are "down arrows". There you can set to which output(s) that channel will be sent. The setting is semi-permanent (it will not change in case you select different AD2 preset).
I hope that was not too much and too complicated.