And furthermore- Do not forget to set the MIDI tracks output to the soft synth.
Try TTS-1 as well, It is very easy to use and is a full 16 channels.
I like it's GUI interface which has a lot of hidden features. Take some time and explore it in detail. I find I can mix all 16 instruments from there. Don't settle for defaults, you can edit most sounds and the EFX.
You can insert more than one copy of each soft synth in the synth rack,, but you need a lot of memory for that. So using 1 instance of the TTS-1 saves a tonne of memory.
As said above, each midi instrument just needs it's own channel per synth. You can use the same channels if they are assigned to different soft synths.
Once again- Lots of memory needed to do this stuff.