I have Sonar X3 studio but don't use it that often. I have made some midi tracks with a casio privia keyboard which playback very nicely on the casio. Now I want to play them to my UA-4FX. I can see the playback meters move. I have selected UA-4FX in output. But still no sound over there.  When I change the output back to the Casio, I get sound on the casio speakers. 
My laptop pc clearly says that the sound supposed to be going to the UA-4FX. 
 
What am I doing wrong? Gratefully, MC

Welcome to the forum.
It appears that the Roland is an audio and MIDI interface. It doesn't make any sounds of it's own.

^ Which means that when you send the MIDI to the Casio, the MIDI is played back using Casios sounds.
If you want to use the Roland, you must insert a soft synth which creates the sounds. MIDI is just data, like digital sheet music, it doesn't include any audio. I think it's tutorial #4 that explains the use of soft synths.
I think you'll find the answers in the Help-files as well.

...Or connect the L/R audio outputs of the Privia to the L/R audio inputs of the Roland and record as audio.   You can't change the details of the arrangement after the fact of course once it's in audio format, but if you like the way the Privia presents your material it could be useful for comparison purposes when selecting soft synths to build up an equivalent arrangement "in the box".