Hi, welcome.
First of all, I strongly suggest you retitle your post something like "Sonar newbie questions abut EZDrummer" to increase the chance of someone knowledgeable reading it.
Second yeah, there is much to learn about Sonar. Among the huge mountain of Sonar help resources available, I suggest, for getting up and running the fastest,
a) manageable sections of the the full Platinum reference guide (PDF) -- yes, the manual -- specifically
131 Introduction
137 Setup
138 Audio connections
141 MIDI connections
142 Changing I/O devices
146 Starting SONAR
150 SONAR basics
151 SONAR file types
152 Opening a file
153 Views
169 Working on a project
169 Screen colors and wallpaper
171 Color presets
174 Installing SONAR
179 Starting to use SONAR
And then any of the following which might be relevant for you:
“Tutorial 1 - Creating, playing, and saving projects” on page 183
“Tutorial 2 - Using the Browser” on page 195
“Tutorial 3 - Recording vocals and musical instruments” on page 203
“Tutorial 4 - Playing and recording software instruments” on page 209
“Tutorial 5 - Working with music notation” on page 217
“Tutorial 6 - Editing your music” on page 227
“Tutorial 7 - Mixing and adding effects” on page 235
“Tutorial 8 - Working with video” on page 245
“Tutorial 9 - Exporting, CD burning and sharing” on page 255
b) The Groove3 tutorials on both X3 (much is still relevant) and Platinum. Peter Rose of SWA also has good stuff but the Groove3 vids are the most concise yet followable. Some of the Cakewalk TV videos, I would personally give a miss -- robot voice basically reading very fast.
Lastly, a few simple things I wish I'd known right off the bat when I was a newbie a year ago
-- if the screen gets cluttered and you just want to see your basic track view, press "d" on your keyboard
-- how Sonar reacts depends on which tool (Edit tool, Move Tool, Smart Tool etc) is selected. The toolbar usually rests in the top left corner of the screen. Having to go there each time to change tools gets to be a real buzzkill. So... press the "t" key and the toolbar appears wherever your mouse is. (This is called the HeadsUp Display or HUD). First step to becoming a ninja or just getting a comfortable workflow IMHO. I'd say it's more important getting to know well first than many of the menu items.
-- Also, right click on some of the toolbar icons to reveal sub-tools. It is worth playing around with these as some of them do different things depending, for example, which part of the clip they are over; whether they are in the tracks view, or if you're into midi , the piano roll of midi staff views; etc. Not always intuitive, but once learned, toolbar basics can make using Sonar much more of a pleasure.
Good luck.