To use online Help you have to be online at the time you want to use Help. The advantage of the this method is that you're dealing with the most recent help available. The offline documents aren't updated that frequently.
the Sonar Reference Guide is usually in Program Files/Cakewalk/Sonar Platinum folder.
If it's not there it could be in
C:/Users/Your user name/Appdata/Roaming/Cakewalk/Sonar Platinum folder.