I thought I'd replied to this.....very strange.
Anyway I've been working this afternoon with a drum map assigned to Session Drummer using the drum pane in the PRV.
I could audition drum sounds by clicking on the drum name in the drum name pane and by selecting notes and pressing Shift + Spacebar. Where you referring to something else though?
One thought is the audio engine. Is that definitely running? If it drops out you won't hear notes from softsynths unless you press playback.
To stop it dropping out go to
Prefs---->Audio---->Playback & Recording and check
"Play effect tails after stopping" that should fix it.
HTH