Reaper is very fast and versatile when it comes to midi preview ...
All you need to do is load up a synth on a track or even multiple tracks w different instruments if you are doing midi drum preview w other soft synth sounds ...
To audition the midi files using the sounds you have pre selected just hit the track that has the instrument you want to hear ...
In my pic bellow I have a guitar vst for play back and the midi file I already placed on the track..
That is why you can see the notation ...had I not slid the midi on the track none of that would show up ..
The tracks below in the media explorer would have played fine ....FWIW I think this is a cool thing
all the best ,
Kenny