Hey there
I may be confusing it with another DAW, but I remember Sonar used to have color coded groups. Let's say I want to add all vocal tracks in to one group and be able to change level of several tracks by moving fader on one track. If I want all vocals to go down, I don't want to move each track, I want them all go down at the same time. I can not find this function. Is it still there? thank you.

You don't group tracks, you group parameters. Right-click on the fader or volume slider and select Group. Also don't forget about Quick Groups when you want to make some quick changes without going through creating a group.

Sure it's there!  Highlight (Select) all of your tracks, right click on one of the faders in that group, and you should be able to select a color for the grouping.  I'm recalling this process from memory (not at my machine) but be assured that the functionality that you need is there!  Hope my memory is correct.....if not, the process is very similar!  Good luck!  
Dave

Looks like Craig beat me to the punch!  Sounds like I was remembering pretty well though!  That's good for an old guy like me!
 

Just ctrl + click all the tracks you want to control simultaneously and move the fader on any one of them and they will all move.
 
You can do this with a lot more than just Faders - pans, sends, input/output assignments to name but a few!