Every soft synth exposes one or more unique virtual MIDI IN ports to SONAR, and these ports are available to be assigned as the Output of a MIDI track. But the track Output can only be assigned to one synth's IN. So you have to have at least one MIDI track per synth. Multiple tracks can have their Inputs assigned to the same source, but each can output to only one destination.
If one of the synths can echo MIDI input to a virtual OUT, then you could use that to drive the second synth, but you would still need another track to route the MIDI. There's no way to assign the input of a synth directly to the output of another.