Assuming you have loaded HALionSonic SE as a “rack instrument” (e.g. via F11) and not as a MIDI Instrument Track, you can select the MIDI track you want to route, and on the left-hand side you’ll see the Track Inspector details, where there’s a drop-down list from which you can select the desired MIDI channel that track should transmit on.
I just had a look in the Elements 7 manual, and yes, it’s not obvious … but I suppose this is because there’s been an increasing emphasis on audio track handling over the years (I know people who are surprised to find out Cubase can do MIDI, even though it started out as a MIDI-only sequencer back in the last century!).
Anyway, the bit you need to know starts on page 308 (of the English manual) at “MIDI realtime parameters” and “The Inspector – general handling”.