Sonar works no differently from any other daw really.
into a group in maschine... right click it...
sound midi batch settings, sounds to midi channels.
That will give you a seperate midi channel for each sample loaded into each pad per group. In essence a 16 part multi timbral sound setup for a bank.
In sonar, create an instrument track, then add in midi tracks for each individual channel. Set up output and input ports to maschine and you should be able to playback and record on that midi channel.
If you want all 16 different sounds on an individual midi channel, choose sounds to midi notes instead of channels. This will spread the sounds across keys and one bank will have one midi channel. This is what you would do with drumloops usually. So you have 16 different drumloops per midi channel.
check out the maschine tutorial in groove 3 free vids if you have x2.