Firepod has MIDI in and out to allow a MIDI signal to route through it - however, Firewall is not a sound producing module, thus there is no sound for MIDI to trigger - so yes the MIDI signal needs to go to some kind of sound module (or trigger some kind of software sound program).
Also, keep in mind that Cakewalk will need to know which MIDI out to use. As an example, I have 3 seperate MIDI outs (a total of 48 channels of MIDI)coming out of Cakewalk - with my D/A interface (in my case Layla) being #3. So I have to tell Cakewalk to send the click to output 3 so it finds its way to Layla (or in your case whatever output to Firepod).
Your idea of playing to a beat rather than a straight click is right on. I have found works best is have agroove that is not actually built on a kick snare, but rather a "percussion track (cowbell with tambourine - or conga with clave, etc.). This allows the drummer to place with the groove, and not be overly focus on trying to match the hits of the computer generated snare & kick. In essence it allows the drummer to groove rather than be a slave to a beat.