Sorry you had to come here for help.
I don't understand why you feel that by coming to the user forum you were "relegated". Many folks would come here first before they bothered tech support with this type of question. Its more a case of your understanding or the lack of it of how SONAR processes MIDI through a softsynth to generate Audio.
What's changed you ask?
You've probably forgotten how to insert softsynths. Nothing's changed in SONAR with how softsynths are inserted. Where are your Audio tracks? Got to have them to make sound in SONAR.
You are better off inserting softsynths via the Insert menu then you can ask SONAR to open all the relevant audio tracks as well and make all the necessary connections between MIDI tracks, softsynths and Audio tracks.
BTW: If you are not set to recieve MIDI Omni you need to make sure that your Controller is transmitting on the same channel you have set to receive.
All this is covered in great detail in Tutorial 2 & 8 as cj suggested. Press F1 for help. the links for the tutorials are on the opening page of the help file.
Also, why don't the Dimension or sfz player have selectable banks and/or patches?
I don't understand your question properly.