The Readme documentation that came with the templates show you how to handle VDL with Finale. They show you where to install all of the files including the XML files, the templates and the Library file. There is also information for using VDL and the templates with the Score Manager.
I suggest opening the Battery template, then verify that you are able to view the Percussion MIDI Map column (far right side of the upper section, may require you to check in the Custom View button), finally verify that the Percussion Layouts match the Percussion MIDI Map assignments. The Percussion Layouts are selected with Notation > Percussion.
If you don't see the Percussion MIDI Maps in that Score Manager column, then verify that the XML files are in the correct locations, both for the User and the Common. The Percussion Layouts are incorporated into the templates.