If you're trying to drag the entire palette straight in sonar's midi track you can't do it, you can only drag individual grooves in one at a time.
However, to drag the entire palette in a midi track, load the palette in BFD3, then select all the grooves on the right hand side by click the top (or bottom groove) then using the Ctrl/Shift keys select the bottom (or top) groove so all grooves are highlighted blue.
Then drag the grooves into the BFD3 drum track at the bottom of the groove edit page, from the drum track you can then drag the whole palette as one into sonar's midi track.
Here's a little video I made to demonstrate.
https://www.youtube.com/watch?v=hqaq4kD0t18 Steve