I don't own any of this particular equipment, but here's a few pointers.
There are two kinds of midi sync. MTC which is also SMPTE and Midi Clock. You have to pick the one common to all of the devices.
Generally, and I think probably certainly, MTC is the only option with an Audio device that must be slaved but either can be transmitted by a Master - Midi clock isn't fine enough to slave an audio recorder. Cakewalk 2002 will only transmit Midi clock so it's usless as a slave to the vs but it should be able to control the sequencers.
By selecting Midi clock in the VS sync menu and arranging it to feed the other two boxes midi ins should allow them to follow the VS transport. But there can be other settings to make. Find if you have to enable...
1: Clock in
2:MMC (midi machine control) this is the Transport button control.
3: SPP (Song Position Pointer) which ensures the devices start and stop at the same place in the song and the slaves will follow locators on the master VS.
If you need a pc sequencer that can also follow your VS then you will have to upgrade to Sonar which can sync to MTC or Midi Clock (provided it's a midi only sequence). To use the sequences in the boxes, it's recommended to record them into the pc sequencer and have this drive them as sound modules (External note in).
Unfortunately, the other boxes you have would simply have to act as midi sound modules as Sonar will not repeat the MTC codefrom in to out or convert it to Midi Clock.
The best way to drive more than one midi sync slave would be to get a midi thru box which acts as a Y cord to feed one midi out from the vs to each boxes midi in.
Under MTC, there is a delay while everything Syncs up and it's usual to enter an offset time - say 00:00:02:00 (2 secs) in each devices sync menu.
It's complex.
