That kit appears to be similar to my Alesis DM6 kit in some ways.
Based on that:
It will probably appear in your MIDI Inputs as USB Audio Device. Make sure that is checked off.
Check your manual. If there is a preset to transmit GM, use that. This works fine with Session Drummer and EZ Drummer.
Do you have an interface? If so, set it to the lowest workable latency. This is a crucial factor when using any controller(including drum kits) with soft synths.
If not, the latency of your built-in sound card may be a problem.
Insert Session Drummer normally, and select USB Audio Device as the MIDI track input. Make sure to turn on Input Echo.
Select a program in SD3, and you should be good to go.