Producer 8.5 Session Drummer 3 Effects Problem

Your probably inserting the audio effects in the MIDI track and not the audio track.

For separate channels, you need to select multiple outputs when opening the soft synth.
When you go to insert in the insert soft synth menu, you select the synth of your choice and in the properties, select multiple outs. Then you go into Session drummers mixer section and change the channels to 1 to 8 or 1 to 16 depending if you chose multiple mono or stereo tracks..

I dont know what your doing, but you can put efects on all 16 mono audio tracks.
Maybe explain a bit better what exactly you are doing and to what.. Saying I cant doesnt really paint a picture of what your doing wrong