Greetings,
 
I am very new to all of this, and just purchased Sonar as my first DAW last month. I have been doing a ton of reading, and recently purchased some of the Groove 3 videos on Sonar and Midi.  I do have a few extreme basic and random questions I hope will answer for me.
 
1). I see there is a lot of freeware out there for grooves, samples, other snippets.  For example, I just bought a Computer Music magazine for the DVD to learn about these these.  Most seem to be in .sfz or .wav files (I know what .wav is, but now idea about .sfz).  Now, I understand that I can manually drag one of these files into a track, but is there a place where one can put all of these where Sonar will read it "natively" (eg. browse to them within the program itself)?  How does one normally use these things?
 
2)  I have a Roland FA08 which is my primary instrument (I am a very ungifted musician, but I like playing around).  I "think" I have a decent understanding of virtual instruments, and have even purchased a few (I've made the mistake of browsing the deals forum and discovering pluginboutique.com).  I can get them installed and working well, but whenever I attempt to control them with my FA-08, I always hear both the VSTi and the sound of the keyboard together.  I am sure I don't have something configured correctly.
 
3)  I understand the "effects" (eq, compression, etc.) can be placed on tracks.  Can these effects be place on only parts of the tracks?
 
4)  I understand in concept the difference between mixing and mastering.  I've read where some people are of the opinion that Sonar is not a good environment for mastering.  I see that there are groups of "mastering plugins" (like Izotop Ozone) - are these plugins that are inported into a DAW to make it a better mastering suite?  Are these plugins substantially different than what is built into Sonar?
 
5)  Finally, are there groups of plugins that seem to be "must have"?  This is way down the road for me (I've spent enough on SPLAT, keyboard, VST, Notion and Groove 3) but I'm curious to see what other people think are the "must haves."  I know that NI seems to be popular, as well as some Waves bundles.
 
Thank you for your patience with a true beginner.
 
 

The only "must haves" (for me) which are not included in Sonar are BFD, T-Racks & EWQLSO
 

1 Loops and other content can be put in the Cakewalk Content folder . It has subfolders that you can put various content in under to right category. Use the Browser in Sonar to access this folders.
 
2 Make sure local control is off on the FA.
 
3 Yes On every clip is an FX bin just for that. 
 
4 I totally reject the notion that Sonar is not a good mastering environment. It certainly can be used to master a song. I use Ozone but you can do many of the things it can do with what Sonar is bundled with. However it is meant for this and ultimately easier to use.
 
5 You may get different answers from different people but no there no "must have" plugins.   

The usual suspects have covered most everything.  My advice is just to take some time and experiment before you rush into recording and having it sound "professional." If you play an instrument, you didn't pick it up (or sit down to it if you are a piano player) and sound like Jerry Lee Lewis - or Chopin.  Recording is the same way and there is a whole list of things that need to be mastered - tracking w/ mic, tracking with soft synths, editing, mixing, etc. et al.  Hang on and try to have some fun before you start writing the great American novel - it ain't going to sound like Huckleberry Finn right out the gates.
 
There should be some good material in the Cakewalk Contents to start with.  Use your browser to preview and then load those clips.  There is audio and midi, of which the later you can use w/ a softsynth.
 
Mixing is, basically, adjusting the different volume levels of your tracks so they blend together naturally.  There are a lot of other tricks, too, like reverb, comps and EQ  Again, etc. et al.
 
Mastering is taking that MIX of a song and making it sound natural in comparison with the other songs on the collection.  In the vinyl days you had to restrict the loudness and bandwidth of frequencies of taped music before you could cut albums.  The mastering engineers learned tricks to make the sound and  as loud and even as possible.  Today, that is one of the main functions of mastering.  SONAR is fine mastering jobs, but many of us use a stereo program to master, which has some ease of use advantages.  But, of course, Sound Forge and the like don't handle many DAW functions.  You don't need SF or other such programs to master.  
 
Hope that helps and keep asking questions.  There are stupid questions, but you won't know them until you ask.  That's how I learned.
 
@ 

When did we become criminals? "The usual suspects", indeed. 

Expanding on what John said:
1. putting loops into the content folder makes them easily findable by Sonar's built-in browser. You can further organize them into subfolders for your own convenience.
2. There is a setting in Sonar that should automatically set your keyboard into "local control off" (see below). Your FA08 will send and respond to Sonar, but will not sound the notes you are performing your keyboard. When you do want to hear your playing on then keyboard, you set up a track with "echo" on so that Sonar sends incoming MIDI back to the keyboard.
3. If your tracks are made with separate clips, then the clip FX bin will work. Otherwise, look into automation. That will allow you to vary any parameters of effects and other parameters of a track.
4. & 5. ... fully agree
 

   Local Control                                                     (from "help")
 
To automatically disable all local control whenever you launch SONAR
1. In the directory where SONAR is installed, double-click on the TTSseq.ini file to open it.
2. In the [Options] section, add the line:
SendLocalOff=1
3. Save the file and close it.
4. When you launch SONAR, it automatically sends a Local Off message to your keyboard.

Note: Not all keyboards respond to Local Off messages.

Good answers so far, so I'll just try to fill in a few blanks...
 
1. sfz files contain one or more wave files plus metadata that describes them. Think of them as "smart" wave files. To use them properly you need an sfz player. Fortunately, SONAR comes with more than one. Dimension Pro is a particularly sophisticated sfz player. 
 
2. A keyboard instrument such as the FA08 has two sections, a MIDI controller and a tone generator. Normally, when you play the instrument you're connecting the MIDI controller (keyboard) internally to the tone generator. However, it is possible to disconnect them from one another and use them independently. The MIDI output can drive another keyboard or a virtual instrument in your DAW. The DAW can also control the tone generator separately, independent of the keyboard.
 
The easiest way to use the Roland as just a MIDI controller and not hear its internal sounds is to simply turn the master volume down on the FA08. All you need for the virtual instrument is the MIDI output, not the audio.
 
If you want to use the FAO8's sounds in addition to your computer-based virtual instruments, then you'll want to assign different MIDI channels to each. Internal sounds are typically assigned to channel 1, and the keyboard normally sends MIDI data over channel 1. However, by assigning your virtual instrument to, say, channel 2 and instructing the FA08 to send MIDI data on channel 2, now the MIDI data from the keyboard is ignored by the internal tone generator and only the virtual instrument will respond to what you're playing on the keyboard.
 
3. Yes, effects can be applied to parts of a track or to the whole track. There are two ways to do this: clip effects and automation.
 
A track consists of one or more audio clips, and each one of those clips can have its own effects bin. This method works well when one clip needs special processing the other clips do not need. More common, and more convenient, is effect automation. With automation, you can create a graph that controls any parameter you like (e.g. wet/dry mix). It's a very, very powerful mix tool.
 
4. SONAR provides everything you need for mastering. However, many users prefer third-party tools, with Ozone being perhaps the most popular among them. My advice would be to learn the built-in tools first and then decide whether or not you need to invest in Ozone. 
 
5. "Must-have" is an entirely personal opinion, and depends on your needs. Many of us consider Kontakt a must-have, while others could not care less about it. I'd really hate to lose Ozone, but is it a "must-have"? Not really. In truth, I cannot think of anything that's a literal prerequisite to making records beyond what SONAR gives you.
 
 
 
 
 
 
 
 
 
 
 

First, welcome to SONAR and the forum.  You'll find that the guys here can answer almost any question you have. 
 
The only thing I could add to the posts above would be to describe how I add FX to only part of a track (keeping in mind there are going to be better ways to do it, but I don't know them). 
First, I split the track at the places I want the effect to start and end (use the edit tool which is up on the left part of your screen and looks like a wrench.  Click on it then press F8 until the scissors appear, then click the scissors on the left and right part of the section of the track that you want to add the effect to).  Then right click the spilt section and you will see a drop down menu that includes "add audio effect".  Add the ones you want and there you go!
 
As for what plugins are indispensable?  The only one I use constantly is Kontakt, though I guess it's more of a sampler/vsti rather than a plugin per se. 
 
Best of luck with your music!!

Thank you all for the help.   I have one follow up question - I don't believe the Sonar has a built in Midi Monitor (something where you can see the rolling text of midi messages).  Can someone recommend a good freeware alternative?
 

The "Event List" in SONAR might do what you're looking for.  To access it go to "views" then "event list" or "Alt+8".