How to save as MIDI?

MIDI is data, not sound. The sound comes from the synth you used inside Sonar. 'Export' your track from Sonar as a WAV or MP3, don't 'save as' a .mid file.

tocopixel
Thanks, that was helpful.
 
But what I'm really trying to do - (and your reply says it may not be possible with Cakewalk (Sonar)) - is "play through a synth" and then save it as a midi, like I can do with other authoring software such as Noteworthy, Anvil and the like. (I want to capture the sounds from the synth - and your answers seems to imply that this can't be done. I'm OK with that, but certainly would appreciate any more suggestions.)
 

You simply load the synth, choose the sound you like and export it as audio. I don't know about the contents of Anvil or Noteworthy, but it could be they use the integrated Wavetable synth as default which is no good. Or can you load the soft synth of your choice in those programs?
 
As mentioned MIDI has no sound, so whatever is the case there must be a synth, software or hardware, that plays the music. No matter how you "play through the synth" if you save as MIDI, the file has no sound. It can not have. When you "play through the synth" (=bounce to track or export) the resulting file is audio, not MIDI.
 
The point is you can choose the synth and the sound from a huge collection or design your signature synth sounds with the synth of your choice.
Your comments indicate lack of understanding of DAWs, MIDI and soft synths. SONAR is HUGELY more powerful than Anvil or Noteworthy, so the comparison to those limited programs is a little lame, IMO.

If you really want to create a MIDI file and have it play correctly in a MIDI player, you will need to use TTS-1 and set the instruments in either the track inspector (red box on the left) or the track header (red box on the right) and save as a MIDI file. As others have pointed out, this does not take advantage of the bundled effects and sounds in your DAW.

The important thing to keep in mind is all midi playback synths use GM midi. 
A song created in Sonar can have dozens of synths all playing on channel 1. 
GM needs each instrument assinged to it's own channel. It also needs a GM patch change. 
 
The TTs-1 is a good recomondation as that is Sonar's GM  Player.