Do you see activity in SONAR's MIDI I/O activity indicator in the System Tray (choose Customize and Show Icon)? Assuming that checks out, can you record MIDI to a track with input set to All Inputs - Omni? If that works, and the issue is live performance/rehearsal with a soft synth, are you depending on Always Echo Current MIDI Track in Preferences to echo input, or do you manually force Input Echo on, and is the button lit on the intended track in either case?