HS9 is very much a linear based sequencer and it can be compared to a tape based recorder. Because of it's linear nature, it usually expects midi to be in one continuous clip or a series of clips.
Cakewalk often supplies midi clips of several drum styles in their program folders. You can drag those into a project and copy/paste the clip multiple times for the length of the project. It will sound mechanical so you will have to edit to add fills and other nuances, breaks, etc. You can also add them in realtime with the keyboard though you may have to move notes individually if your timing is a bit off or use the quantize feature.
For keyboard parts, depends on what you want to achieve. For pads, its usually based on the key/chord progression of your song. No need for elaborate 2 handed chord pads; I've seen some pieces where only 2 notes of a chord were usually played. Of course, during choruses and codas where a certain buildup is required, you can complicate things a bit. For other parts with non-sustaining sounds, such as piano, just revolve the playing around the key of the song. Usually, you play around with the scale of the key.
The thing to remember here is not to overdo it. Try to start out with simple arrangements building up to a climax and always add some interesting elements when you find 'holes' in your arrangements. In some cases, a well placed break can add that element of tension.
