I have checked this article:
Inputting notes on a drum set (steinberg.help)
However, the side stick doesn’t exist in both newly-created projects and my currently-working project. Both the basic drums and full drums are tried.
Here’s how I repeated this issue on a vanilla VMware macOS instance (US English keyboard layout):
And here’s the same test on a VMware Windows 7 instance:
(OS Language is Traditional Chinese with US Keyboard.)