Ah, never used Battery to be honest. However, if I explain the way I program BFD, it may be transferable. If not, sorry I don't have a clue
Within Battery, in the mixer screen, set each drum to a different output (BFD output 1 is always master, so I set snare to output 2, kick to output 3, hi hat to output 4 etc.)
Within Sonar I then create 1 MIDI track, input from controller, output to soft synth. I'll then create the number of audio tracks that are required (one for each drum).
Output is set to my MIDI interface, input is selected to each drum. So first audio will be BFD 2 (which is snare), next audio to BFD 3 (which is kick) etc.
Well, that's the BFD anyway. All about the mixer within the soft synth