So I added the Studio INstruments Drums to a track, started messing with the Virtual Drum Kit, closed it, big mistake, been trying to reopen it for 10 minutes.  Where the hell is it?  And NO it's not showing in the lower left corner, that was when I minimized it.  I made the grand mistake of closing it.
 
Any help would be appreciated.

Double click on the icon of SI Drums in the synth rack and it will open the interface.

As is often the case with Sonar, there are many ways to do any given thing.
 
Rather than using the synth rack, my preference is to double click on the small icon to the left of the track name. There are TWO icons showing in each row of the Track View--who knows why there are two?--so make sure to double click on the smaller one of the two.