I have Sonar X3, a Korg M50 and an Alesis DM7X drum set connected to a Roland UAEX midi interface.  I want to know how to use the Korg drum kits on the Alesis.  The Korgs and UAEX audio output are connected to a mixer connected to a stereo receiver.  I believe so far I need the Alesis in LOC so the Korg will control the Alesis.  But how do I use Sonar to do this?  Thanks.

IF you are asking "how do i use the Korg M50 as a sound module for the DM7x kit" ie you hit the drum pads on the alesis and the sound comes from your synth then you need to see how to change the midi note assignments of the dm7x head to match those of the drum map on the M50.
 
usually on a drum kit module you can set the midi note of each pad to whatever you like, but sometimes the midi ch is hard selected to ch 10. This is simply a case of reading both manuals and making sure that kick = kick etc etc and make a midi connection from the alesis module midi out, to the korg midi in.
 
none of this particularly has anything to do with sonar.