You need to be sure that the voices selected by the MIDI messages are ones that your keyboard can play.
Each voice is selected by a combination of a MSB (Most Significant Byte) Bank Select number, a LSB (Least Significant Byte) Bank Select number, and a Program Change number.
The voices which are available will usually vary from keyboard to keyboard and from DAW to DAW.
You should look in your keyboard's Voice List to find the MSB, LSB, and PC (Program Change) numbers for the drum set(s) you want to use, and be sure that those are the numbers specified in the MIDI sequence you've created.
Drum sets are even more complicated, because each Note plays a different type of drum sound, so the Notes which select the sounds you wanted to use-- tambourines and snares-- could be different than the Notes which select similar sounds from a particular drum set on the keyboard.
Certain sets of sounds-- such as GM1 (General MIDI 1) were created by the MMA (MIDI Manufacturers Association) to simplify the process of creating MIDI sequences on one device and having them sound similar to how they were intended when played back on other devices, but even so the sounds can still vary from device to device as far as how they actually sound-- for instance, Acoustic Grand Piano may sound a bit different, or Nylon String Guitar may sound a bit different, just as one instrument may sound a bit different than another in real life.
