Well, here is how I do it.
1. When I add EZ Drummer by clicking + in the synth rack, I choose the options for MIDI Source and All Synth Audio Outputs: Stereo. (You could choose Mono.)
2. Now I have one MIDI track and a lot of audio tracks. I personally only use the first 5 audio tracks in most case, so I delete all the audio tracks except the first 5, but that is up to you. Be careful which tracks you delete, because EZ Drummer will know which is track 1, which is track 2, etc. when you get to the mixer. Track 1 means the first EZ Drummer audio track: this has nothing to do with the track numbers in Sonar.
3. Then I go to the EZ Drummer mixer and set kick to track 1, snare to track 2, hi-hat to track 3, toms to track 4, and overhead/cymbals to track 5. (I selected stereo in step 1 because I put all the toms on one track and all the cymbals on one track. Of course, you could have a separate track for each tom if you wanted, but I have always been OK using the same reverb and EQ on all the toms.)
4. At this point, you should be able to hit each drum and see that it is going to the right track. YOU WILL SEE BLEED on the other tracks, though, unless you turn all the bleed and ambiance OFF in the EZ Drummer mixer. I personally do not like any bleed, but if you want a live, "roomy" sound, the EZ Drummer bleed works pretty well.
5. You can also send a compressed version to a track (just like you did with the drums above) in the EZ Drummer mixer (if you have version 2). This is also a feature I don't use, but it can be effective if you like it.
Note that I have recently had a problem with EZ Drummer v2 where the kick and toms were going to the snare track even though I had the mixer set up correctly. I had to mute the snare track and add a second instance of EZ Drummer for just the snare. I don't know if that was a one-off problem or maybe a common that is messing you up as well.
If you installed EZ Drummer version 2, you may have trouble with Ins and Outs in Sonar UNLESS you have the very latest version of EZ Drummer 2. When you install the latest version, you will need to open in in stand-alone mode and turn on the Sonar option before you try to add it to a project. The Sonar option is under the Menu drop-down in the upper right.