When I go to File > New, and view the list of templates available, there is none for MIDI.  Cakewalk documentation indicates I should have it.  How do I get it?

File-New
This will open a window "New Project File"
In the Template section you will find:
--Blank Project--
--Play List Set--
16 channel MIDI  <<
 
Thanks
Snehankur

I'm sorry but did you read my post, or just respond to the title without actually reading? 
 

Yes.
16 channel MIDI is the only one I found in my list none others.

Well, that's how it's usually done. I can't say why you don't have a MIDI template, but if you have a 'Blank>No Tracks' template, open that and insert the number of MIDI tracks you want.
What templates are listed?

57Gregy
What templates are listed?

 
This is what comes up for me:

-- Blank Project --
-- Play List Set --
Amp Collection
Electronic Collection
Keyboard Collection
Normal
Songwriter Collection

You do not mention which version of MC you have. I believe this list

jyoung60
-- Blank Project --
-- Play List Set --
Amp Collection
Electronic Collection
Keyboard Collection
Normal
Songwriter Collection

is correct for MC7.

Oh, sorry, yes... I'm running  version 7.  So the MIDI template isn't there by default? If that's the case then all seems normal for this version.  I'll use a Blank template and insert MIDI tracks as Greg suggested.
 
Thanks!

The list in msg#6 agrees with my MC7 install. No MIDI template.

it's easy enough to create one.
To create a template
1.Create a new file using the File > New command.
2.Add tracks.
3.Set one or more parameters to be the way you want.
4.Choose File > Save As to display the Save As dialog box.
5.Choose Template from the Save as Type list.
6.Enter a template file name and click Save.
SONAR saves the template file.