You can also search on Google. Everything in the manual can be found there. You could print it out, but that thing is like 2,000 pages!!
When I started with Cakewalk I just picked a few basic things to learn, such as how to record audio or how to record midi. Then when I felt comfortable with them I started adding other tasks such as how to add effects to audio or how to edit midi. The truth is SONAR is a VERY DEEP program, but the basics are easy to learn and if you give yourself a few days you'll be able to do quite a lot.
Lastly, don't give up!! Come here whenever you need help, the guys on this forum are very helpful, and every problem I've ever brought here has been resolved.
Best of luck to you with your music!!