Just downloaded Demo version of Sonar Professional. I've set up MIDI outputs. Selected USB2.0, moved them to the top of the list (Apply button is not available so I simply exit Preferences). When I load a MIDI file I hear nothing and see that signal is not being transmitted. I have a JV-1080 synth mod that I'm using. It works flawlessly with another program. I'm running Windows 10 on an HP8560w. 
 
Wow I can't believe the trouble I'm having with Cakewalk products!

Check that "Input Echo" is on. It's the icon next to the record icon in the track view header.
 

When you load a midi file are the individual track outputs set to your jv-1080?
 
I suspect that the root of the problem here is not so much Cakewalk's product as your inexperience with it:)

Ok Bruce!
 Granted I'm not a super user of Cakewalk but I work with computers and software every day. I've also researched the forum and found the links related to this issue. As I stated I have selected the USB2.0 output. This is all I have to do to make it work with other products and a previous version of Music Creator. As far as the individual tracks, I don't know what you are referring to. Can you be more specific? No MIDI signal is being transmitted to the device. 

So how does Sonar know which USB 2 connector is your sound module? In fact how do you connect USB at all. I can not find any input for this unit except standard MIDI connectors. Presumably you have some kind of USB to standard MIDI interface interposed. If so then that interface should announce itself to Windows by the name of its driver, and that should be the device you choose as a MIDI output for Sonar. 
 
http://cdn.roland.com/assets/media/pdf/JV-1080_OM.pdf
 

Good to hear you have PC experience.  Like any advanced, full featured software Sonar can seem confusing until you get familiar with it, particularly when issues happen at the outset as you are trying to configure your system. Hang in there -  It is well worth the effort!
 
I am guessing you have plugged your keyboard/midi interface in, and it as shown up here
 
Edit > Preferences > MIDI - Devices 
Make sure your keyboard/interface is the ONLY OUTPUT SELECTED for the time being. Click 'moved checked devices to top', then 'apply>OK' to close the window
 
If you still are not getting midi signal, check the following:
 
When you load your midi file, in track view each midi track has a number, name,  etc down the left side of the screen. If you hold hour mouse on the right hand border of this area the cursor will cheng to a resize tool. Left click and slide the border to the right, exposing more controls for each track: Volume, pan, gain etc. On a midi track, the last of these are 5 dropdown menus: midi input, midi output, midi channel, bank change and program change. Make sure the second dropdown (O) is set to your interface/keyboard for each track.

You have to set the output of any midi track to the soft synth or midi output you want to play the track. 
Try loading the TTS-1 to learn about Sonar, outboard gear is normally not needed anymore. Sonar comes with very good synths and not many people find a need to use outboard gear. 
Using outboard synths takes a little more fussing about and is normally a matter of selecting your audio interfaces midi out. 
You do need to make sure you installed the correct drivers etc. 
I use Sonar and Cubase and there's not much difference on how this works. 
 

Thanks everyone! I solved the issue. I had set my screen size to 150% just recently because it's harder for me to see these days and never saw the Apply button as I mentioned earlier. After I resized the screen to 125% I could clearly see it. Thanks for your assistance! 
@Johnny V, thanks for the tip about MIDI! I use a vocal processor for spot harmonies and want to know if I use the Sonar synths if I can still send the MIDI control messages from a single track  to the USB-midi out for the vocal processor? Or is there a better way of doing it these days?