There are a couple of ways to use EZD other than standalone.
You can create a MIDI track to drive the EZD engine, setting 'Follow Host' off. Or, you can create an entire track inside EZD, set 'Follow Host' on and get the audio without a Sonar MIDI track.
"Notes" would only be in a MIDI track. To get audio into your tracks, you have to bounce/record/freeze EZD. Once the audio is printed to the Sonar audio tracks, you can turn off EZD and work directly with the tracks.