SONAR behaves as bvideo described above for GM, GS and XG MIDI files.  This is described in
https://www.cakewalk.com/Documentation?product=SONAR&language=3&help=MIDI_Files.6.html
 
This is the reason the PC events aren't seen in the event viewer - SONAR takes them out and places them in the track's MIDI-specific controls

 
I have NOT experimented with the following
 
TTSSEQ.ini has a parameter that appears to control this; GeneralMidiSMFs
 
The docs indicate that this is enabled by default, but mine is set '0'-disabled.  It's possible that enabling this will keep PC events in the MIDI stream instead of taking it out to load the track controls.  Again, I don't KNOW this and I don't have any known standard MIDI files to test with.
 
https://www.cakewalk.com/Documentation?product=SONAR&language=3&help=INI_Files.5.html
 
If any of you MIDI GURUs decide to experiment with this, please post the results back here.

I find it easier recording an instrument from TTS each time i go to the synth rack am i making it more difficult than actually using TTS ?as keep going to the synth rack to add an instrument from TTS
?

You might want to start your own thread instead of hijacking a very old one it makes it easier to answer, People will waste time ( like I just did) reading the old posts and might not even read yours. That's how forums work. 
 
But to try and answer your question. 
The TTS'-1 is multitimbral and can play 16 channels. 
Insert a new midi track for each instrument you want and assign it's output to a different channel using the dialog shown in post #11 on the left. As said you can then set up each track using either the track inspector or the TTS-1 GUI to select instruments. CH 10 is normally Drums which you will be much better off using A better VST like Session drummer or AD2. 

Does anyone know how to do this in Bandlab's Cakewalk?  I can only play a piano.

The answer to your question is in my old post above and follow my link to the tutorial on using the TTS-1 in the link. And as I said in that post you should always ask a question in a new thread,