One other thing - do not confuse your Master Buss with your Main Outs (Sound Card / Interface outputs)
The master buss is one which you insert yourself in any project, or it might come preloaded in a template
As far as Sonar is concerned it's no different to any other buss in that it has inputs/outputs, an Fx bin, Pro Channel etc
Your main outs are totally different and have no Fx bin or any other controls, other than gain and level fader
These are pre-loaded by your driver software
Generally speaking, the outputs of your tracks go to sub-busses (drums, vocals, keys etc)
The outputs of these busses go to your Master Buss
The Master Buss feeds your Mains