Reason projects are self-contained. There are some drawbacks, but I think the advantage of knowing all of your samples and other audio are there and not getting lost outweighs the disadvantages (like not being able to back up just the project without copying the audio again).
The exception can be ReFills. If you don't go to File > Song Self-Contain Settings and tell it to save what you've used from your ReFills inside the song you'll have to have them available to open the song again (or you'll have to select replacements for whatever's missing when you open it).
As long as you don't lose your ReFills or take your songs with you to work on somewhere else, I probably wouldn't bother Self-Containing them that way, but the option's there if you want it.
For the drums...I'm not sure exactly what you're looking for. It's pretty easy to find the drums in the Factory Soundbank, so if none of them are doing it for you then you might want to look at other ReFills you could buy.
My suggestions for drum machine samples would be Kings of Kong
or Fairlight Platinum
which does have drums but has *tons* of other great stuff too (mostly sampled from synths - especially the legendary Fairlight CMI).
That web site doesn't seem to have the demos and more detailed information up right now for some reason, but if you search the forum archives or YouTube or probably the web in general you should find a lot about Fairlight Platinum if you're interested. If you just want drums right now though, I hope Kings of Kong is what you were looking for.