The Tranzport should have no problem with SONAR 4, which merely sees it as another MIDI controller. The problem is the Tranzport driver is too old for Windows 7. However, many people have been able to make it work in compatibility mode.
Tranzport also needs to be installed properly, of course. You should have a file named Tranzport.dll in \program files\cakewalk\shared surfaces. You should also have the Tranzport applet running in your task bar (check your startup options if not). You'll want to right-click on that applet and choose Native mode (close SONAR first).
That's all I remember, sorry. The last time I saw my beloved Tranzport was when I moved from XP to Win 8. It never worked again. (sob)