If you have Dim Pro in the synth rack with a preset loaded, then you just have to tell a midi track to send its output to Dim Pro - using the Output selection drop down on the midi track, and then you have to have an audio track pick up the AUDIO output from Dim Pro, which you do by assigning the audio track Input to the output from Dim Pro - also done through a drop down - this time the arrow to the right of the audio track's Input button.
Your midi track sends any events to Dim Pro, Dim Pro processes the events and routes sound to its audio output channels, and your associated audio track picks up that audio output from Dim Pro as its input. The audio track should have its Output assigned to a buss - which by default would be the Master buss.
If you want to hear notes while you are playing some midi controller for that midi track, select that midi track to bring it into focus, and be default Sonar will turn on the Input Echo for the midi track, which will allow you to hear the audio output from Dim Pro.
Please set up a project per the above, and post back results.
Bob Bone