AD2 set up as multiple output.... each piece going into separate tracks in Sonar.  Once the MIDI track is recorded, what's the next step for mixing?  I click "bounce to clips" and nothing happens. 

What exactly is it that's not working the way you expect? Are the kit pieces not going through their own output track?

Don't understand your question either? AD2 has a very good mixer and until you get a handle on things I recommend you use that. The only reason you send to seperate outputs is the next advanced level of mixing where you want to use Sonars processing on the drum kit pieces. 
There's no need to bounce to clip. You can keep everything as midi as then editing can be on going. 
 

You can freeze the synth which will bounce to clips.  Then use Sonar tools for further adjustments.

That’s what I was asking, thanks kzmaier. For the others, I just like to have other mixing options beyond AD. There are other reverbs and EQ’s and compressors.

Double post

OK, but you still don't need to bounce or freeze the synth to add effects, When you insert AD2 use the multi track option. The tracks are audio tracks driven  by the midi input which can be one or more midi tracks. You then add your effects to those audio tracks. This keeps your editing option open.  

You can just leave the midi as midi, and mix the track with the midi paying AD2. You don't have t make the midi into audio

Google (and YouTube) is your friend...
 
https://www.youtube.com/results?search_query=addictive+drums+sonar