Newbie attaching VST instument to midi file

New to Cakewalk, just switched from Tracktion...I am using SHS7 to import midi songs and then attched a VST instrument into the track.  Sorry...just can't figure it out.  Also in some of the songs I import there are seperate drum track (snare, tom1, etc.)  What is the best Vst to use for this.  Thanks for any help.