Problem solved! The SPD-20 was not triggering the drum and drum machine instruments because it was not "set up" as a drum set. The SPD-20 can be set up as drum set by switching one of the pad triggers to "hi-hat trigger". Apparently the pads reconfigure themselves. I noticed that not all the pads trigger sounds. I assume this happens because the drum and drum machine instruments have a small number of sounds in their banks.
Now that this works, I am looking forward to trying other drum and sample apps :)