The file associations to have Sonar open midi files are made during Sonar installation, by default, so double-clicking a midi file in File Explorer will launch Sonar, which then proceeds to set it up with each midi channel going to its own track, and TTS-1 loaded.  Each track in one of these commercially available midi files has some General Midi instrument patch change information embedded in it, and since TTS-1 is a nicer sounding General Midi synth, it works out nicely.
 
I use this all the time, to learn new prog tunes - as many of them are actually freely available out on the web, so I will frequently open a complex/difficult song that someone has been kind enough to build as a midi file, and then I can use Staff View to look at rudimentary transcribed notes to learn otherwise difficult parts.  (Emerson Lake and Palmer, Genesis, etc...)
 
Bob Bone
 

Yes Bob if Sonar was the last Music app you installed it should have grabbed all the things like MID files and associated them.  But often other music Apps take over and Windows 10 did an upgrade and after that I lost a lot of my associations to Groove friggen music. I hate W10!  Leave my DAW alone!! I'm unplugged forever ..again!