It sounds like you haven't yet got your head around a specific concept of MIDI and AUDIO
You have imported the MIDI file into SONAR - as you know MIDI is just data and contains the instructions for something else to play the sounds
In your case you seem to want to use the sounds produced by the fantom
It sounds like this is exactly what is happening - Sonar is outputting the MIDI file to the Fantom and the Fantom is making the sounds (coming through the Fantom speakers) - so you could edit the MIDI file in Sonar and the Fantom would play the changes
If you want to MIX within Sonar you need the AUDIO to be within Sonar
If you still want to use the Fantom sounds you will need to make an AUDIO connection from the Fantom to Sonar so that you can record the different MIDI parts onto separate tracks - you may need to record each part separately (is soloing MIDI tracks) if you only have a stereo audio output on your Fantom to record the AUDIO onto separate tracks so you can mix/process them individually (tweaks to the MIDI file would no longer be reflected as you have recorded the audio so you would need to repeat the recording process)
You will now hear the parts through Sonar and you mix away
Alternatively, you can use a "soft synth" within Sonar so that it plays the MIDI file using a virtual instrument (eg the TTS1, Kontakt etc.) - this then effectively does a "live recording" of audio from the soft synth each time the MIDI file plays - this would be the simplest way of doing it but you wouldn't be getting your Fantom sounds - perhaps there is a Fantom soft synth/library out there?
If the Fantom had multiple AUDIO outputs (and you audio interface had multiple audio inputs) you could hook up your Fantom to act in a similar way to a soft synth but I doubt the Fantom will have 16 individual audio outputs)
A regarding the drums...
drums are traditionally assigned to MIDI channel 10 so I would try setting your channel to this and then having a look around - this often caught me out when I was starting out
Hope this helps