when you get to it, go to OPT>MIDI/AUDIO DRIVER SETUP
select NO MIDI/SOUND OUTPUT - it will complain that your MIDI will be routed thru the DX synth.
make sure the USE VST/DXi SYNTH box is checked.

click on the VST/DXI SYNTH SETTINGS BUTTON and make sure that cakewalk tts-1 is selected.

i noticed that when I set it up for the first time that the "patch preview" buttons didn't do anything, but after I played a song with it, then went back into those settings and tried the preview buttons again, they played the demo sounds that were showing on the TTS-1 for that channel.