I purchased Sonar Artist to play purchased/completed midi files.  When I go to play the files, some of the files, I do not hear the drum tracks, on other midi files, I will.  Everything looks exactly the same with the set up so not sure why some files will play the drum tracks and other files will not.  I'm thinking it's probably something very elementary I might need to do but do not know enough about this program to figure it out.  Can anyone help?

Here s how it should work.
First make sure there is no midi device selected in preferences for MIDI  OUTPUT. 
This allows Sonar to automatically insert TTS_1 when you OPEN a midi file. 
Always OPEN the file, never insert a midi file. 
The TTS-1 will play the file as it was written. 
Now you can insert other soft synths, like the SI Bass or True Piano and re assign the appropriate track output to new and better instruments. 
I download hundreds of  MIDI files every year ( free) and they all work just fine every time with TTS-1. 
I then edit them and use better instruments and use the few that pass the test for backing tracks. . 
Most of my tracks I hand roll myself but sometimes I get lucky and find a keeper. 

Hi thanks for the information.  I went in and unclickd the Microsoft Waveable Sync in the midi output and on some of the midi files it picked up the TTS-1 and the drum tracks played.  I was definitely excited about that.  Now the files that I had the drums playing are now not playing at all, instruments or drums because no output is selected, I have to go in and select Microsoft Waveable Sync for them to play.  Why would these files not find the TTS-1? 

Hi. MIDI drums default to channel 10. Try to change your MIDI drums track to channel 10.

All the best.

You should never need the Microsoft GS Wavetable synth when opening MIDI files. It is best to leave it uncheck in Preferences > MIDI > Devices.
 
If you saved any of your MIDI files as Cakewalk projects before using the automatic TTS-1 map on open feature and are now trying to use those project, they will have no way to make sound. The easiest way to solve this problem is re-open the MIDI file and re-save the project. This will add TTS-1 to the project. Alternately you can manually add the synth and make the routing changes yourself as a learning exercise.
 
The MIDI convention uses channel 10 for drums but this is not enforced in SONAR or TTS-1. Any channel may play any instrument. TTS-1 is setup by default to play drums on channel 10 though.