Welcome to the forum.
That's one of the first things covered in the Help files. Under Tutorials, Using Soft Synths. It's Tutorial 8 in my program.
Click Insert at the top, Soft Synths>select a synth.
If you're starting from scratch, leave the Create MIDI Source Track box checked and MC will insert a MIDI track with the output of the track already set to the synth, and the soft synth track.
Record MIDI notes in the MIDI track with your keyboard or by entering notes in the Staff view or Piano Roll view (PRV) with your mouse.
If you already have a MIDI track with notes in it, uncheck the Create MIDI Source Track box and set the output of your MIDI track to the synth.
Here's a little video I did just 2 days ago. The subject isn't inserting synths, but I do insert a synth in the video. I don't know if you have to be a Photobucket member to view it, but it's free to sign up.
http://s244.photobucket.com/albums/gg13/GregFields/?action=view¤t=Beginning2.mp4