The point is this.
If your computer is normally using a proper audio interface and real ASIO drivers you should not install ASIO4all. It will cause some issues and commonly it takes over your proper drivers every time you boot Sonar. It's well known to be invasive to your audio system.
But if you have a laptop you want to just mess around with, and are never going to hook a proper interface to it, then asio4all is an option over using on board drivers... sometimes.
It's just best to always have an interface on hand. Pick up a little Focusrite Solo for example.