Go to the basics and make sure that:
1- check it out if The Audio Interface its showing up in sonar device list (Press P to see preferences)
3- select the most compatible Driver mode and driver settings for your set up.."i totally recomen ASIO Mode"
if you sound card does't support Asio get ASIO4 ALL... its free!
4- once you are sure that audio interface its fine , arm an audio track and dont forget to select the apropiate Input from your device, then try to record something
5-check it out if you Audio interface set up its correct, cables, Phantom power, Input levels, sample rate, routing etc
6- Make sure Usb devices like Keyboards controllers etc.. are showing up in the Midi imput list. them insert a Vst instrument and select the appropriate input from that device.
This is like a basic check list procedure...