How do I import or create a new midi file from Finale 12

I purchased Sonar 3 or 4 years ago and have never been able to use it. For some reason, when I import an audio file from Finale, I don't hear any sound. I'm using Line 6 Monkey as my input and output midi device. If I use a build in demo provided by Cakewalk, I can hear it. If I import a midi file or try to create a new one, I hear nothing. Somehow, the tracks aren't being assigned to the application so I can play them back.
 
It is possible that when I originally set up the program from the disc that I didn't have everything set up properly in the set up preferences.'
 
I will like to be able to learn to use the program after all these years because the only sequencer I've using is Audacity which really doesn't do for much for my scores.
 
What are the steps for importing a file so I can play it back through Sonar? I know that the midi works because I can hear pre-existing files provided by Cakewalk as demos.
 
thanks
 
Michael

Sorry, I looked at that thread but Im still confused by the directions. Do I have copy the Aria Player Plug-in's from Finale into the Sonar File. this is my first time using Sonar so I'm totally lost as to where things are or which does what. Sorry.

You might want to look over tutorial number four in the SONAR help. Tutorial four covers how to play and record MIDI in SONAR. Yes, if you want to use the Aria player then it would have to be loaded into SONAR. Otherwise you will have to use other softsynths to play the MIDI track(s).

Can't you just add the dll path to the Plug-in manager instead of moving the plug-in? It is one thing to learn how to use Finale but there is still a bit to learn in SONAR. That is why I would start with tutorial four. Once the basic of MIDI in SONAR are coverted, adding a VST is trivial and may be way more satisfying that using TTS-1.

Great, that is progress. There is a certain amount of sweat equity in doing this stuff. If the softsynths are not locked to Finale, what you need to do is determine where the dlls for the synths are. When you find that path, add it to the Cakewalk Plug-in manager scan paths. The scan paths are located in the options button under the heading "VST Configuation" in the Cakewalk Plug-in Manager GUI. After adding the paths, hit the "Scan VST Plug-ins" button. Good luck.

I'm using Line 6 Monkey as my input and output midi device. 

Line6 Monkey is not an audio device. Its a program that updates the drivers on your devices. So what is your audio interface? 

Try this: 
Insert - Softsynth (Select the TTS-1 which is a General MIDI synth)
Make the output of the MIDI track the TTS-1
Press play. 

If you have an external synth keyboard or rack module, then set the output of the MIDI track to your MIDI interface instead of the softsynth.