Hi Dan,
Your UR 22 is very similar to my UR242 which I normally use with Sonar Platinum on my desktop PC.
Last week however I needed to do some field recording and opted for my laptop (Win 10) with Sonar Platinum and the UR242 which sounds similar to what you want to do. It worked flawlessly for recording both audio and MIDI.
You need to first install the drivers for your interface on your Windows laptop. These are the ones assuming you have a UR22 mkII...
https://www.steinberg.net/en/support/downloads_hardware/downloads_ur22mk2.html Then when you connect the interface via USB your laptop should recognise it and finish installing the device driver.
In Sonar, open preferences/Playback and Recording and set driver mode to ASIO.
On Driver settings click on the ASIO panel and set the buffer size (I used 96 samples on my laptop).
Then check on Devices to make sure that your interface is being used for the timing master.
Under MIDI devices your UR22 should appear and you can connect your keyboard MIDI out to the back of the interface MIDI in to record MIDI.
Then it's just a case of selecting the correct inputs on each track that you record for Audio and MIDI.
I was recording from the TR jack outputs of an electric piano to inputs 1 and 2 on the interface as well as the MIDI input so my recording tracks looked something like this.
Stereo Audio track:
MIDI Track:
Hope this helps,
ZT