Sounds like a midi routing problem and if you place the midi file somewhere it can be checked. Have you tried just adding a vsti and use the midi editor?

This is not clearly stated in your posts: How do you insert soft synths? By "Insert softsynth" with the necessary amount of outputs thus having all routings automatically correct? After that there should be no need for you to touch the ins/outs etc at all. Just drop the MIDI on the MIDI tracks. 
This is assuming that you can otherwise create tracks with softsynths normally (Referring to Jonesys comment, so there's nothing strange in the system).

Just curious for no reason: if you've never used Sonar for music, what have you been doing with it all this time?

OK, I finally have a working song, but I'm not sure what I did to get the synth to trigger.  But once that was done the Master bus was bouncing along happily and I had sound in my speakers.  Here are a few of the things that I tried:
 
1.  I messed with the audio driver.  Switched to ASIO but found that there were no audio services on this computer for ASIO as the computer was set up with Beats Audio.  Switched back to the WASAPI driver and selected appropriate audio ins and outs via Preferences.
 
2.  I set the DPro synth track to receive input from the input choice named DimensionPro1.  This is probably what fixed it but I have seen NO reference to using this named input in the docs, and I had been focusing on the other input options with no results.  It never occurred to me that by inserting a synth, an input group would be assigned that would match all MIDI outputs assigned to this synth.  What a concept!
 
3.  When I deleted all of the extant synths via the synth rack (thanks to a tip from another thread) and re-added DPro, I chose the 'First Synth Audio Output' option instead of 'Simple Audio Track'.  This may have solved my problem too.  A proper tutorial with all of the input and output fine points would be wonderful.  Maybe I needed to search further into the documentation.
 
I'm not sure which of these changes made the difference, but the examples I referred to didn't help me with items 2 and 3 at all.  The examples and tutorials just skipped over any discussion of these I/O choices, they just set up an input MIDI stream, added a synth and it just played.  I really needed a walkthrough example with a little more detail.
 
To answer other questions:
I inserted the soft synth through menu item Insert=>Soft Synth=>VST2=>Dimension Pro.  Assuming that the audio track was built in to the synth.  I mean, there is no visible clue as to how to view the audio track attached to the synth.  Then I played with the synth inputs and outputs, trying to find a combination that allowed the synth to trigger.  Kalle, if when you say 'with the necessary number of outputs' you mean something other than choosing 'First Synth Audio Output' when I inserted the synth, I had no clue as to what these choices meant.
 
What have I been doing all of this time?  Over the years I have tried several times to get help via the forum, always losing interest and giving up when I couldn't make any headway.  I have used Sonar and its predecessors to clean up MIDI events in many GM files downloaded from the Internet.  Many times I had to remove some effect or program changes, or controller events, and Sonar is the only tool I have that can let me see inside a MIDI file.  You never know what you'll get with free MIDI off of the internet.  Some of the creators are caraaazy.
 
I use Overture, formerly a Cakewalk product, now available from SonicScores.com.  It is a score based notation program with excellent composition and playing features, including with VSTi's.  But sometimes a free MIDI file would cause the import into Overture to crash.  I would then take the file into Sonar to attempt to clean it up, but sometimes even that would prove unsuccessful.
 
Many thanks for everyone's thoughts.  They did help in the end.  The MIDI file which I imported was one of my own creation using Overture, so there was no possibility of anything weird in it.  But thanks for asking to test it.
-Mike
 
Mark this one as Resolved.

For info about the "Insert Soft Synth Options" dialog see http://www.cakewalk.com/Documentation?product=SONAR&language=3&help=Dialogs2.014.html
 
The short version is a synth requires either

• "Simple Instrument Track" checked, this is a hybrid track containing both MIDI and audio tracks in one track
• "MIDI Source" and one of the three audio output options.

It is possible to do everything by hand and ignore the options in the "Insert Soft Synth Options" dialog but it appears that may be what got you in trouble.
 
 

SCook - Yes, I believe that is exactly right.  And your explanation hits it right on he head.  I will copy it for future reference, and thank you soooo much.  Ten years of my life wasted on something so simple.  You're the King!  -Mike