The VST wrapper is built into Sonar but you have to make sure you install it during the intial Sonar install.
Bounce is the final step in the process and allows you to get out of the DFHS interface and start working with audio files that DFHS creates.
Step one is to set up your drum sounds (or use a prebuilt template). Step two is to create a midi track that plays the various drumkit elements. Step three, after you have the drum performance you need, is to bounce the midi performance to audio files.
Once you have the audio files then you can apply traditional compression, delay or reverb etc.