drum sounds vst not working

hello! I have had always the same problem with vst which should be like drum machines, or drum arpeggiators. I never manage to get ANY sound out from those. I see the vst (or cubase) recognizes the signal from my midi-keyboard, but NO SOUND, and this is very frustrating. All the other instruments work well, synths and stuff.

What is the trick behind drum vst’s? How to use?

some vst’s come with sounds, if I push keys, but there’s no way to loop the sounds. Is it that I cannot use simple midi keyboard for that, I would need something with arpeggio system included?