If I generate tracks in the VST and press play on my DAW there is no sound coming from the track that has the VST. I can drag and drop and create the individual tracks that play just fine but the VST track is silent. I can preview them by double clicking.
I have some Instrument VSTi's and some drum VSTi's.
With some, you can preview parts, build a song to play in sync with your DAW, and drop parts to your DAW.
Other VSTi's work as you described above. You can preview and drag n drop to a track.
So yes, either way is normal.
Either way is also quicker than going into RB to generate a bunch of RT's to see which ones work together.