First, go to Options - MIDI Devices, and find the port your sequencer or drum machine is connected to. Count from the top its number (only count the active ports which are highlighted in blue). This is the port number which you will need later.

Now go to Options - Project - Midi Out. Checkmark Transmit MIDI Start/Continue/Stop/Clock and Transmit MIDI Song Position Pointer. Then change the MIDI Output Port to the port you found above. Hit OK, and you're finished.