I am using Rapture Session with Sonar Artist. When I add a synth (instrument) to my project, is there a way to preview the sound before I go to the trouble of hooking the synth up to a MIDI track? There is a lot of trial and error the way that I am doing it, but experimentation and internet searches have not produced a better procedure.

Do it the simple way.
 
Whichever method you choose to insert the synth, then in the synth property page, select Midi Source, First Midi Output and Synth Property Page.
Deselect everything else.
 
This will create the midi track for you so all you have to do is load whatever patch you want and audition it.
You will probably have to route the audio output to a buss of your choosing

Thanks, Bristol-Jonesey. I will give that a try!