The track template is sage advice (Daibhidh posted above). Although you can get all of the outs to show, you need to manually insert the other 15 MIDI channels and assign them (if you want all 16 to record in separate editable, MIDI tracks).
 

Mad_Musicologist
 
But to solve the thing here it seems I have to export each instrument track as audio file, open a new session consisting only of those exported files, so I could apply my audio-fx there.

I caught your earlier post on the fly, and this part seems unaddressed, but I understand better what you are saying now. When Aux tracks/patch points were introduced, you can now use those and record a synth's audio track output into a wav file. This feature will make a cwp not backwards compatible to before they were introduced (more an FYI), but is very handy to capture the audio track to allow you to manipulate it as you would a "normal" wav file (avoiding the export/import cycle you mentioned).
 
Some quick references on this are:
https://www.youtube.com/watch?v=rCAlFThGvH8
 
https://www.cakewalk.com/Documentation?product=SONAR&language=3&help=Mixing.14.html
 
 

Daibhidh
Mad_Musicologist,

I would recommend making a track template for the Aria Player with 16 stereo outs.
That way, any time you want to work with it, all the hassle will be taken out of the way for you.

Step One

Sorry, first question: What kind of a project? Can I start with "empty", or with 16 MIDI tracks?

Daibhidh
Step Two

This is the standard dialogue, it seems. At least, when I proceed, I get the same box.

Daibhidh
Of course now you'll have to create tracks with midi data and
send each midi track to a different midi channel within Aria.

That's why I was asking about the 16 MIDI tracks from the start of the project.

Daibhidh
And if you don't want all the 16 audio outs going to the master bus,
you'll have to change them all.

Just select them all, and hold down CTRL while changing the bus, like so.

I am missing something here: I selected all the 16 Aria Player tracks, press CRTL, but my dialogue looks very different from what you are showing me. Again, I keep having trouble to insert an image that I did not post anywhere else. That used to work some months ago - ?
Mine shows "Master", "Metronome", and "preview", no "keyboards". 
Above that, I have the list with all MIDI tracks, and for MIDi Track 2 it says "Aria Player (Multi) 1 Out3/out4: stereo.
So I'd expect the sounds triggered by MIDI track2 (with all notes being MIDI channel 2, of course) to come out at "Aria Player (Multi) 1 Out3/out4: stereo. In fact however, they come out at "Aria Player (Multi) 1 Out1/out2: stereo.
This is the status I had when placing my question here. 
Am I missing some tiny detail, please?
 

In that image "Keyboards" is a bus that has already been created. This is not created by default. The other three Master, Metronome and Preview are part of most of the included project templates. To route all the selected track outputs to a bus that does not exist use the "New Stereo Bus" option.

Thankx, "scook",
It is my intention to route
the MIDI from track 1 to Aria stereo output 1,
the MIDI from track 2 to Aria stereo output 2,
the MIDI from track 3 to Aria stereo output 3,
and so on.
Currently I do not get this:
MIDI 1 goes to Aria stereo output 1,
MIDI 2 goes to Aria stereo output 1,
MIDI 3 goes to Aria stereo output 1, and so on.
Do I have to create for each MIDI track a new bus then?
This, I thought, was the thing that happens inside the Aria player. 
Apparently wrong?
I will have to try this out...
 

Since all the audio is on the first stereo output, the audio routing needs to change inside the plug-in.

Thanks, "scook", 
the other friends here seem to suggest that I can handle that routing from outside the Aria player, and this is also what the people from "Make Music" say (I quoted that passage yesterday), so I am a bit confused. 
Honest, when going through the Aria players surface, I do not find any place where I could route the audios from one channel (MIDI in) to a specific Aria output channel.
What am I constantly misunderstanding, please? 

Have you actually chosen the outputs correctly on the Aria Player itself? there is a place to do that for each instrument. (Sorry, I am also picture-insert challenged so I can't give you the nice diagram with arrows and such).  Look on the Aria Player and set them the way you want. Under each inst. slot, there are a number of light grey settings. The second to last one is for outputs. They are all 1/2 by default. but you can change them to what you want. You may have already done this so forgive me if that is the case. But sometimes a simple thing like this can be missed.

Mad_Musicologist
What am I constantly misunderstanding, please?

Routing happens before, inside and after the plug-in.
 
Before the plug-in MIDI data feeds the plug-in input. MIDI data carries channel information. Multi-timbral synths pay attention to the channel information and route incoming MIDI data based on it. The MIDI data may be from one or more MIDI tracks in the DAW. A MIDI track can send data on one or more MIDI channels.
 
As the MIDI data is processed by the plug-in, multi-timbral synths use channel information to route the rest of the MIDI data to the appropriate instrument based on assignments made in the plug-in. The plug-in interprets the MIDI data, generates audio and in the case of synths with multiple outputs make the audio available on the outputs as defined in the plug-in.
 
After the plug-in, the DAW listens for synth audio output based on the input assignments made on the DAW audio tracks.
 

[To add what Michael referred to above...] I see what you mean now, and just checked. Even loading "ARIA Player (multi)," the player itself comes up with all channels going out 1/2. They are in the red boxes shown below. The default MIDI inputs are in the yellow boxes (these are correct, but you would need to insert MIDI tracks if you want one/channel). Your issue is inside the player itself, and as far as I can see, they need to be manually adjusted.
 

mettelus
[To add what Michael referred to above...] I see what you mean now, and just checked. Even loading "ARIA Player (multi)," the player itself comes up with all channels going out 1/2. They are in the red boxes shown below. The default MIDI inputs are in the yellow boxes (these are correct, but you would need to insert MIDI tracks if you want one/channel). Your issue is inside the player itself, and as far as I can see, they need to be manually adjusted.
 

 

No audio gets to the other outputs until those are changed (they all go out the first stereo pair).

As long as the instrument slot is EMPTY the output will be routed to 1/2.  You can not change that.  
Once you have placed an instrument in the slot you can set the output to the channel you want.
 
NOTE: If I remember correctly  the interface will let you set the  output of an empty slot to something other than 1/2 but as soon as you close the ARIA player will revert back to 1/2.  
 
Ed