Can hear TH2 on a recorded guitar track but I cant seem to heart it while I'm recording.

Do you have the Input Echo button activated for the track you're recording to?

Might be worth checking if you have a mix facility between the input (from the guitar) and the output from Sonar to the focusrite outputs. If it is mixed to favour input, you won't hear the sound post effects, If you have it the other way you will hear the effected sound but it will be delayed by the latency caused by the sound making the round trip from input/through Sonar and effects and back to the output.
 
Often it is best if you can record clean and add the effect post recording. That way it is easier to play in time as the latency is minimized.  The more you add to the chain the greater the difference in time between hitting the string and hearing the effected result come back.

I'm not familiar with the Focusrite software mixer/interface control software, but in general this is the routing you need to set up.

Guitar -> instrument input on interface (obviously). That input routed to an audio track in Sonar. Do NOT set the track to input echo yet. To check the track is getting input, arm it for recording (don't start the transport, it's not needed to be running at this stage of things) and check that when you play the track meter shows input. Adjust the gain of the audio reaching the track using whatever method the Focusrite uses to set it's input gain until Sonar shows the track is receiving something like -6dB when you play loudly.

If you can hear the guitar in your monitors at this point it means something other than Sonar is sending the signal out to them. The most likely thing is the interface is sending the signal through itself straight to the monitors. That is what you need to prevent. Windows won't be doing it because there is nothing in Windows itself that can send an audio input straight back out again.

There will be some way to turn down the input->output link in the Focusrite, probably in its mixer application.

Once you can not hear the direct guitar sound in the monitors you can put the amp sim effects into the audio track fx bin or pro-channel. Switching the fx on and enabling the track's input echo should result in you hearing the processed sound coming out of Sonar. Be aware that in this mode the track fader operates on the outputting signal and can be used to balance the guitar with the rest of the tracks while you play. Once input echo is turned off the fader goes back to behaving normally.

If you hear (or feel) a delay between playing and the sound emerging that's the result of audio latency, which is adjusted in Sonar's preferences or the interface software. The lower the better is the aim, but various things can prevent you getting it low enough before the sound breaks up or drops out, which can mean adjusting various things in Windows. Searching the forums for audio latency should help.

Sound travels roughly 1 foot in 1ms in air, so a round trip audio latency of 10ms is something like playing just over ten feet or so away from your amp. Pretty much any reasonably powerful modern PC with a Focusrite interface should be able to handle that if not better.