I wrote some short pieces on a Windows 3.11 machine about 20 years ago and they are saved as .wrk files. I've just downloaded the demo of SONAR and although they load and play "visually", I can't hear any sound. (SONAR's demo sound files are fine). More than anything, I'd like to convert them to MP3 or similar (but recognise that the demo of SONAR won't allow saving of any kind). Any ideas on at least being able to listen to them please?

Hi, and welcome to this forum. I recently opened some projects in .wrk format from Pro Audio 9, and it worked as I expected. Have you tried to route the MIDI tracks to a Vsti? Perhaps this will help? 
https://www.cakewalk.com/Documentation?product=SONAR&language=3&help=Troubleshooting.18.html
There are also a lot of helpful videos here http://www.cakewalk.com/CakeTV/SONAR-University/Get-Started
All the best.

Brilliant! Thank you. I haven't heard that in 20 years. Made my day!

Glad I could help Always fun to listen to old stuff
All the best.