Good question, M_Glenn. I actually started with a DR550(?) years ago with Sonar 1. It's been so long that I've forgotten the details of how I did it, but I think I basically programmed the drum track on the DR, played it, recorded the midi in Sonar, and used CAL script to split the midi note to separate tracks, then played them back one by one to the DR and recorded its audio out. But I retired that approach a long, long time ago in favor of modern drum programs used in Sonar as VST instruments.
There's BFD, as Beep said, Session Drummer, which comes with Sonar, and EZ and Superior Drummers from Toontrack which are what I use, along with many other good ones. Basically they solve the whole problem for you - just insert one as a soft-synth, tell it you want multiple audio track outs, and feed it from the midi track, either with loops (commercial or included), playing from an external controller, which could be the DR880 as far as I know, or the step sequencer (or piano roll) like John said.
One of the perks of Midi is that you can be a terrible player, bang out the drum part on some pads, then fix it all up with Sonar's midi tools to get the timing and hits right before you ever go to audio.
I'm not certain Session Drummer does multiple outs, but I bet it does, and you already have it with Sonar and could at least learn the ropes before deciding if you needed to move on to one of the other commercial offerings that many prefer - BFD, EZD/SD2, Slate, Battery, etc,
For me, the DR became obsolete pretty quickly after I moved into the drum-software paradigm and frankly, I retired it. I don't know what your motive is to use it, but I suspect the stuff you're trying to do will be more difficult the more it has has to be part of the cycle - although as you get experience with MIDI, external controllers, sounds, loops, and softsynths, you should be able to work the DR into things, really, to whatever extent it is technically capable.
Not sure where you are in overall Sonar/production knowledge, but the tutorials on MIDI, step recording, and Session Drummer might be the way to get a lot of lightbulbs popping in your head without spending any money and pretty much just staying entirely in the Sonar box. I think you'd be able to answer a lot of the qeustions yourself at that point, ad would have some new ones for the group here...