No Audio - Where do I look first.

Just bought and installed Sonar X1 with no problems. Went looking for sample files to play. Tried the .cwb tutorial files but got no audio at all. My system sounds and MP3s play just fine but no audio from X1. I'm using the on-board audio chip for sound. I have already run the audio analyzer and it didn't report any errors. The audio section in the Preferences is mapped to my sound card.
 
I import an old MIDI file and that plays just fine through my external Roland Sound Canvas.
I open a new drum synth and click on the drums but no sound.
I open a new soft-synth and I DO get sound when I click on the keys.
 
Totally confused at this point and just looking for a place to start troubleshooting.
 
Windows 7 Pro 64-Bit

If a soft synth is working in Sonar X1 ad the drum synth does not, I wonder if you have loaded a drum kit. Without a loaded kit the cells do not have any sound in it, and no sound is heard when clicking the drums. Also - do not forget you have to use a drum map if you want to have the drum kit names displayed in the piano roll view.

The reason you not hearing any sound when loading a .cbw tutorial file can be simple. Do you have checked the output bus (master) is assigned to your sound output? Most -if not all- tutorial files assume a sound card that is not present (it is impossible to know what sound card a user is using when putting together a tutorial file). If the sound card the .cbw file is made with is not present, the output is undefined - and thus not assigned.

A word of an advise. Most on-board cards do not have a low latency and can start crackle, stutter and worse when playing larger projects. It the most worst cases the audio engine just shuts down and you lose all sound from X1. I strongly advise to buy a dedicated sound card if you go serious with X1.. It does not have to be a expensive one. I myself use a relatively cheap card (ESI Juli@) in my all-round system. It works wit a very acceptable low latency and sound quality.

You said you loaded a midi file? Those typically just have midi tracks. Make sure you add audio tracks for each one and make sure they follow this routing...

Midi Track outputs to Chosen Synth
Synth outputs to an audio track
audio track outputs to master bus
master bus outputs to sound card out (headphone and main are usually separate entries)

Check levels and go.

Changed the Driver Mode under Audio Playback and Recording to MME (32-Bit). Now the audio plays and I can bang on de drums all day.

Now to find out why my MIDI keyboard stopped talking to the Sound Module.

The default was WDM/KS. I tried all four and only the MME worked.