If you want to have it record I use the event list to include it in the actual drum seq file.

Rewind song
Go to event list ('E' icon or F2)
Hit Insert (Note)
At 1-1-0 insert a Db3 on channel 10

Do the same for 1-2-0, 1-3-0, and 1-4-0.
Now you have one bar of what is commonly referred to as a click track.
Using the Bars window copy that bar and paste it for how ever many measures you want the click to be heard.

The metronome feature itself does not record onto a finished song, not that I know of anyway.
If you just want to hear it while working, there is a metronome icon at the top, and you can enable it for record or playback...
There are two icons that look like a nmetronome I think, one is tempo and the other is metronome. I think it can be accessed via the Options menu also. But if you want it in the finished file you'll have to insert it as described above.

I do not work here, but the benefits are still awesome
Make your sound your own!