Jamstix question

As part of my ongoing quest for passable, pain-free drum parts in my compositions, I recently purchased Jamstix 3.
 
I kinda figured out the part about the "brain" and "styles" and "drummers," and have an OK-sounding drum part for one of my songs.  I'd like to bounce the original kit pieces to tracks so that I can process them individually in Sonar (I have X1).
 
Can I do this? I've been through the manual twice, plus did a google search, and I don't see anything about bouncing to audio.  In fact, I see where in the manual it says "When the host plays, Jamstix plays.  The resulting arrangement is stored within Jamstix so there is no need to record its performance in the host.  Simply load/save your host project and the Jamstix arrangement is automatically saved and recalled."
 
Now I'm confused.  Why do you have the option in the Mixer to route the different pieces to different outputs if they don't show up on the host tracks?  Am I missing something major?  Am I going to have to route the Midi to Sonar and then go through the rigamarole of outputting that to a drum module, just as if I had used commercial midi loops?
 
 

Nice!  Thanks Bapu for this answer.  It helps to know this.