Per your first question, about folder locations, yes it is normal for some of the defaults do go to the Roaming Appdate folder for your user.
Sonar points 4 folders for my Sonar X3 installation at my User's Roaming Appdate folder, as follows:
C:\Users\Robert\AppData\Roaming\Cakewalk\SONAR X3 Producer\Sysx Files
C:\Users\Robert\AppData\Roaming\Cakewalk\SONAR X3 Producer\Groove Quantize Files
C:\Users\Robert\AppData\Roaming\Cakewalk\SONAR X3 Producer\Drum Maps
C:\Users\Robert\AppData\Roaming\Cakewalk\SONAR X3 Producer\Plug-in Menu Layouts
And most of the other folder location paths are pointing to:
D:\Cakewalk Content\Sonar X3 Producer\etc...
If you notice the drive on the path immediately above is not my C: drive, but an additional drive on my system, my D: drive. I moved the folder Cakewalk Content, and all of its sub-folders, to a 2nd hard drive on my system, for performance purposes. I try to leave only the OS and any applications on my C: drive, and everything else goes to a different drive - sample libraries, user libraries for Reaktor ensembles, plus My Documents, My Picture, and all of that stuff.
So, anyways, after I moved the Cakewalk Content folder to my D: drive, I altered the path in Sonar's Preferences>File>Folder Locations.
I never have to manually go into the Appdata Roaming folders for anything I am doing in Sonar, so I don't worry about that Sonar decided to put things there. As long as it is happy, I am happy.
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Per your 2nd question - about Synth Icons. I have a bunch of Soft Synth icons that were installed to the following folder: D:\Cakewalk Content\SONAR X3 Producer\Track Icons\Soft Synths
Again, as explained above, I moved the Cakewalk Content folder to a 2nd drive - a data drive - on my system the D: drive, and that is reflected in the above path. The default installs to the C: drive at:
C:\Cakewalk Content\SONAR X3 Producer\Track Icons\Soft Synths
I have a number of synth icons in the above folder, which include many for 3rd-party soft synths from Native Instruments that I have (I have Komplete 8 Ultimate, which has a couple dozen synths or so).
Per the Cakewalk documentation, the icons for soft synths are in the same format as track icons. You can load your own soft synth icons if you wanted to, you can just navigate to wherever you have them stored on your system after you right-click on a synth in the synth rack and then click Load Synth Icon,
Here is some documentation from Cakewalk on Synth Icons:
http://www.cakewalk.com/Documentation?product=SONAR%20X3&language=3&help=SoftSynths.07.html I hope some of the above is helpful to you.
Please review the above, and feel free to post any additional questions - myself and other in the forum would be happy to further assist you. :)
Bob Bone