Now you need to figure out if you have enough RAM on your computer to play things without latency. drums) coming through your headphones, step one is done! Again, I'm not sure how SSD integrates, but if it's VST/AU or RTAS-capable, then the setup should be the same for any plug-in. You should be able to play various instruments (drum kit pieces) in the VSTi plug-in window.
Okay, let's pretend you've been successful in adding the SSD plug-in to a reaper track.
I can't help you set this part up in a Windows environment, though I'm sure there are plenty of people on here who can chime in if that's the case.
I am a Mac user, so I just plugged it in and the Core Audio did the rest. It should be listed there if your system setup is configured properly. Now, as for Reaper seeing your Alesis module as a MIDI device, you need to go to "Preferences" and select AUDIO>MIDI DEVICES and find your module. You can also select a stereo-only routing, which might be preferable as you learn how these things work for you). Make your selection (in AD2, I route all outputs from my VST as separate tracks. Reaper will ask how you want to route the plug-in tracks. I use Addictive Drums 2, but the process should be the same. You can do this in Reaper by going to "Insert.Virtual Instrument on New Track." then select your SSD plug-in. If you've installed it and can get sounds to work directly on the computer, then try using Reaper to use SSD as a plug-in VSTi.
So first, I am going to assume you have a laptop or other computer that's running SSD4. It's not that complicated, but I understand how it can seem daunting. Add to that gravitational forces, temperature, moon phase and human physiology and you'll get to eventually put the car in "D" and move forward. Kinda like someone getting a car and trying to figure out how internal combustion engines work before they can drive the car. I don't have a Nitro kit (mine is a DM10 MKII Pro- not a lot of people use these it turns out!), but the basics should be the same. I was relatively new to the e-drum space back in December, so I understand your situation.