I second sock monkey, any reading about the basics would help in the beginning. If you go through the cactus tutorial, you should be more familiar with the way audio/midi/vsti routing is done in cakewalk.
trusso11783
So, I am doing as told above by chris r. and started Samplitude. I opened (instead of imported) the kick drum. I see the midi data and the waves. I also see the level meter rising and falling, but there is no sound. It is a MIDI track. There is definitely no instrument assigned to it and I do not see any way to add one to this midi track. My audio works fine. If I right click and insert instrument on an empty track, I hear whatever instrument I choose.
make sure there are no MIDI output devices checked in preferences, you should see "Cakewalk TTS-1" instrument track next to your midi track when you open midi file
also your kick note should be on corresponding general midi note (C1, note #36) and the midi track should be set to midi channel 10
of course you need the audio outputs specified in preferences to hear the sound from TTS synth, but you said that you hear audio so I assume that it's done properly
and yes, opening a midi file with just a kick makes no sense if you want the rest of your song to play with TTS synth, save the whole song as a midi file and open in cakewalk, just make sure the drums are set to channel 10 and are playing the right midi notes
TTS-1 is a basic midi synth, great for doing some quick ideas. If you want to assign the same vst instruments that you have been using in Samplitude, then you need to check out the basics in online manual and cactus tutorial, or follow the other replies here in this thread on how to do that. It's not that difficult, you just need the basics to start with it.