A quick summary to clarify.
You seem to be recording audio to your tracks rather than Midi data.
The correct way to work is..
Insert your soft synth the way you have been doing. Create a midi track, match the midi channel on the track to a soft synth.
Select your Virtual Midi Keyboard as the Midi input and arm the midi track to record.
Press Record and play your masterpiece.
Your midi track should now contain a whole load of note/controller information. You can see/edit this using piano roll view.
To add a second instrument/synth, insert a NEW midi track, assign a different Midi channel (which matches either a different soft synth, or a different voice on a multi voice synth like TTS-1) and record again on the new track.
The TTS-1 as an example can play back up to 16 different sounds at once. So you could have 16 Midi tracks, each playing different parts, each using a different Midi channel, all sending to one copy of TTS-1.
TTS-1 then gives you a stereo audio output for which you have a stereo audio track alongside your midi tracks.
Of course a better way would be to use several different synths to get the sounds you want. Each giving you their audio output which shows as channel on the screen alongside your Midi tracks. You just point each Midi track at whatever synth you want it to play.
When it comes to mixing, you adjust the audio levels, NOT the Midi levels. You add any effects to the Audio channels.