I agree it could be easier but it is very complex software!

One thing that should be a default setting is that in track view the custom view for each track is set to all so you can see all the i/o, channel tools like pan and gain and the fb bin.

To the OP on the midi tracks the input needs to be the sound card or keyboard usb midi input, omni is fine unless you are using several midi channels, and the output is to the input of the soft synth you wish to use. For the associated audio tracks the input will be from the soft synth and the output to a buss (often the master buss).

So for me the input on midi tracks is Echo Audiofire Omni,for example.

I'm sure if you Google you will find templates people have created which will get you going

Agreed that there is a learning curve and it's measured in weeks not hours.  If you want immediate results, any DAW is going to frustrate you. And if you are getting frustrated, this may not be a viable path. When I first started years ago, I also got frustrated but was also amazed with the results when I did get it to work.  Stick with it and eventually you'll get there!

John T
I think there's a point worth making here, that isn't made often enough.
 
There's a whole industry, of which Cakewalk is certainly a part, that trades, partly, on the claim "It's now easy to make professional sounding music on your computer!"
 
Well, it's really not easy. It's easier than it used to be, but it's still pretty much a skilled craft. You need to learn about audio engineering. You need to learn about acoustics. You need to learn about MIDI. You need to learn about synths. And so on, and so on.
 
Now, if someone doesn't especially want to learn those things, that doesn't make them a doofus or anything. Maybe it's just not your thing. And that's fine. I like to think I'm fairly smart, but lots of things are Just Not My Thing.
 
If you just want to make music, and all of this screwing around with drum maps and routing Isn't Your Thing, then why not try to hook up with someone who loves all that crap and collaborate with them? This idea that everyone has to be their own producer is pretty crazy, I think.

Well said JT, I think we all tend to forget this at times....

I too am a solo performing guitarist who make their own backing tacks. I've been doing this since 1980's.  I mostly make my own but often will succumb to the ease of a download file if I find a good one. Most are pretty terrible.  But if your lucky you'll have at least a good drum track to work with and build from there. 
 
It is best to OPEN a downloaded midi file or you loose all the important set up information. Importing will give you just the midi tracks and no tempo as example. On my system Opening a midi file will also insert TTS-1 automaticly. 
 
Start with the TTS-1 to listen and see which tracks you will keep. 
 
Don't delete them yet as they sometimes help guide you in the arrangement. Just mute them. 
I sometimes change the sounds and find they can be useful if you tone them down. I totally avoid sounds like Sax and violin, and the guitar sounds in TTS-1 are pretty  bad too. 
I mostly am looking for drums then bass and a little piano or organ. I'll use Dim Pro for organ sometimes and True Pianos for the piano. 
I then will insert SI Bass and use the Jazz Bass patch 
If it is a lame bass part ( often) I'll use my real bass because for me that's quicker than using a keyboard to re do it.
I was using Session Drummer because of GM but have since learned the AD2 GM trick and will give that a go. 
I often use TTS-1 for percussion sounds. It's impossible to wade through the percussion sounds in the fancy drum players. 
Learn how to split your midi drum tracks into parts to do this. 
You can turn those wheezy sounding downloads into a pretty excellent backing track if you master the beast ( Sonar) 
 
 
 
 

dlesaux
Agreed that there is a learning curve and it's measured in weeks not hours. 

Weeks? What are you, some kind of genius? I'm 30 years on now since I started using computers to make music and I'm still figuring stuff out!

You're right, I'm still learning and taught Faraday every thing he ever knowed. 
 
Actually I learn many things from random places, it's the sifting the wheat from the chaff is  the difficult bit.

+1 for what JT said!
 
And to the OP: No, it's not just you!

Thanks for all the kind words and advice. This is obviously a great community and I wish I'd come here sooner to look for answers instead of trying to muddle through with my "I don't need a manual" attitude. Already made progress. 
 
Cheers Guys :)

open AD2 or ANY VST soft synth that you want to run old midi data in.
along the top of the plugin you will see VST2, click on the arrow.
go to plugin properties. check Do not intercept NRPNs...
now the midi files will work.
If the plugin does not have the VST option at the top of the plugin go to utilities/cakewalk plugin manager find and hilite the plugin that won't play the midi file click on  plugin properties. check Do not intercept NRPNs...
 
 
 

In addition to the zillions of videos out there, some commercially available books exist on Sonar, for multiple versions (I think the X3 books are still the most current, and would still mostly apply to Platinum), but anyways these books are GREAT at explaining things in easy to digest chunks, based on functions.  I bought one for Sonar 8.5, and loved it.
 
Bob Bone