AA's not renown for its handling of midi and no it doesn't have any inbuilt drum sounds.
You will need to create a midi track (Alt M) in multitrack view.
Select the "Sequencer" button next to the track (expand the track if you can't see it)
Select the drop down button (VSTi) and choose a sequencer (eg DFh if you have easy drummer) then select "Settings
On the midi track select the red button "L"
Select any groove or whatever you want to play and press space bar to play
You can also drag a midi track into the piano window and then scroll around to find it - I always seem to lose it in there - go figure