the pattern you chose,the one you want to start with the other tracks...
you need to grab it(click and hold)drag it in to the timeline in an empyspace/or an empty track(midi)
i preffer to drag it to an empty space where i want it,this way studio instruments and cakewalk automaticaly inserts the track for you.
can play with out a file.needs to be reading something.
imagine cake is reading your other files to right?
well it needs to read one of these as well.