I’m answering my own question in case it helps someone.
I was following one of the Youtube videos and created a new file, added a drum track, and used Shift-0 and typed in C0. I tried playing this back, but got no sound.
I had to enable Follow Transport as this was not enabled by default:
Under Play, Dorico mapped the drum track to Groove Agent SE. In order to get it to sound, though, I had to click the E (Edit Instrument), and then enable “Follow Transport” in the upper left part of the Groove Agent window, and then it worked.
I hope this helps!