1-Insert SD3 by using the insert menu
2-Cakewalk> Session drummer 3
3-when the properties menu pops up choose your options.
Example:(SIT track / or All synth audio outputs: Stereo)
4-Open the Midi track that was just created for SD3
5-Right click on that Midi track
6-From that drop down menu choose: View > PRV
 
This will auto open the PRV in the Multi Dock with session drummer 3 in Cue.
I have no idea what you are doing before as you didn't really state how you inserted session drummer.
Explaining things thoroughly avoids circles and confusion. Which we all just witnessed first hand.

Always use the track that has the MIDI data in it.  

John
Always use the track that has the MIDI data in it.  

yup. I've done stranger thing
 
Once I caught my buddy trying to record a midi drum track by taping on the GUI's kit pieces.
he was like "This thing is broken man".

Off topic, and I'll do it as a separate question if that's more proper... but I'm curious, in SD3, when I create a SD3 session, it offers me a list of labeled tracks from Kick all the way down to Percussion 2, 3 & 4, but no Percussion 1. When I open the kit, there is a trigger pad with four pads for percussion, and in the mixer all four pads are represented, but when I load a percussion instrument to Pad 1, since there is no Percussion 1 in the track view, it shows up on the track labeled Splash Cym. Is this by design, or something glitchy? And is it possible to add a midi-audio track to an DS3 session to make up for the missing Perc 1 without losing the Splash?

Sounds like you're adding SD3 as a track template, and your template has the track hosting the Pad 1 output named 'Splash' (and probably a splash sample loaded to the pad). Check the Input assignment of that track, and compare it to the output assignment of the Pad 1 strip in the SD3 mixer (probably output/channel 9).

I never/rarely see notes in PRV until I move the little slider at the bottom of the window.  Weird, but I just live with it now that I "get it".

In piano roll view, do you have "Show Notes" enabled?  It's under the "Notes" menu in the PRV.

GregGraves
I never/rarely see notes in PRV until I move the little slider at the bottom of the window.  Weird, but I just live with it now that I "get it".

Yeah - I see this a lot too. This bug has been around a while but only shows up when using a keyboard shortcut (and maybe the dropdown menu?) to open a new docked PRV window. The velocity bars appear,  but notes are actually placed fowarding on the timeline until the window slider is moved, then they allign correctly . If you leave a docked PRV window open and just allow it to refresh, or use double click to open the PRV it should not happen. It also does not occur in an undocked PRV window no matter how it is opened.