Can't hear the guitar while recording using the usb

You need to press the "audio echo" button on the channel you want to hear.
 
I'm at work and I can't remember exactly what it's called...  but it's with the record, mute, solo, etc.. buttons on each channel.

yup - what Karyn said tracks echo input button

There is also your "usb" mixer - I suppose you are talking about an interface.  It should have its own zero-latency mixer built in.  Interfaces came up w/ this function as a result of computer latency (the time difference between what went in and came out of your computer back in the old, slow days).  Faster computers have got this down considerably, but some claim the 3-5 ms. mess up their timing.
 
But the easiest way is to push the whatever you call it button ;-)

The Digi tech does not come with ASIO drivers and is going to have a huge amount of Round trip latency. It would not be a problem for a Mac owner, but you're stuck with MME mode in Windows. So pressing that button, (what ever it's called,)  will result in you hearing a digital delay of around 32-60 ms. This makes it impossible to play in time. 
So you need to set up using additional hardware to make this work. Or better option is buy a proper audio interface.  
Read the manual on Page 11 and it shows you how to set up for DAW recording. 
Hopefully the USB audio return from the DAW can be mixed in with the output without crosstalk. 
If not then you will need a small mixer as shown on page 11. 
Your still going to need an audio interface to work with Sonar,
If you already have one then the issue is you will have to either use the analog outputs, or always have to switch to MME mode to use the device.  
I would just use the analog outputs and forget the USB, it's sort of useless to a PC owner.