This is the
best tutorial for MixControl usage I know of.
The quickest answer to your question is on page 20 of the
Saffire PRO 24 DSP User Guide. Saffire units have an embedded loopback feature, and the inputs show up in SONAR as "Loopback 1/2." If you click the "Input FX" button and select "Router" the Loopbacks are in the lower right of that section. Setting these to "Anlg In 1/2" will loopback the dry signal to the Loopback 1/2 inputs (FX(Anlg 1/2) have the FX baked in). The "Monitor1/2" at the top center can be set to "Mix 1/2" and you will hear everything (FX, reverb) you are doing inside the box (Line Outputs 3/4 can also be set to Mix 1/2 if sending to headphone 1, etc.).
Quick Edit: If you are doing the above, it is best to also mute the track you are recording inside SONAR, so that your mix isn't including the latent signal coming back from SONAR to your monitor/headphones.