Patches and discussion for Ensoniq VFX family

I am new to midi setups, and I am curious how exactly I can use my 
Cakewalk software with my SD-1/32.  I understand that the board is 
not "general midi" compliant, but if I have a sequence in cakewalk, 
and I want the board to be the sound module (in essence), how do I 
assign the correct sounds so that a "piano sequence" in cakewalk 
plays out using a piano tone on the SD-1?  Anyone have a good 
tutorial I can use to get a good ground up understanding of how midi 
works in general, and specifically with this board?  

Thanks all!

- Jeremy.