Hardsynth sounds in Sonar

Is there any way to create a sound on a hardware synthesizer e.g. the Gaia sh-01 and then transfer it to Sonar? I see it has both a midi and usb output. What are they for, exactly? If I created a sound that I liked but wanted to use piano-roll to write the music, is there a way to do that?
And on a side note do the Gaia sh-01 or similar synths support midi merge?

You use your MIDI output from your interface to the MIDI input of the outboard gear. Just don't forget to assign it in the MIDI Options and the track you record too. I know nothing about USB for MIDI but I assume it can be used to.