Sonar options are in Edit>Preferences, with many of them global, and some will only show up when you have a project open, as they are project-specific.
But yeah - that parameter to control whether or not Sonar rewinds to the Now Marker, or simply stops wherever you are when you stopped the transport - is accessed not through Preferences, but from within the project - as a checked/unchecked parameter found under the Options tab in the Track View. It is named: On Stop, Rewind to Now Marker.
You can also access Preferences by simply hitting the shortcut key 'P' on your computer keyboard.
Bob Bone