Set the MIDI channel for each instrument how you want it routed then go into VSC and set the instrument for each channel.
I generally do this in the event list editor, simply because that`s the way I used to do it with my real Sound Canvas back in the day, but there are several ways to do what you want, all easy.
If you havent already downloaded and checked out the User Manual & had a look at some of the turorial vides at reaper.fm, DO!
I also posted a link in the newbie section recently to Edirol/Roland`s updated version of their MIDI for beginners guide. Absolute gold if you arent to sure about MIDI and sequencing in general.
FOUND and bumped it
https://forum.cockos.com/showthread.php?t=211415