OK, I got it open, I can load a kit, and a pattern.  The only problem is,  NO SOUND.  Not even when I just click on a individual drum icon.  My sound card works with all the other stuff I've recorded in Sonar, but no Session Drummer sound.  I've gotten it to work in the past, but it's been so long ago, I can't remember how.  Any suggestions?

By "other stuff" do you mean other soft synths?
How about the selected MIDI-channel?

Does "not even when I click on indivvidual icon" mean that you normally use a MIDI-controller to feed the MIDI in? If so, do you see MIDI-signal traffic or do any level meters move?

Set the output of the MIDI track to the synth; set the output of the synth to a valid output.