Hi all. I've been using FL studio for years but have recently got a few hardware synths and have had a lot of issues with timing problems in FL so decided to try Sonar out as I heard it was good for outboard gear. I have an Alesis io2 audio interface which I use to connect my synths up to. I've gone through the options and ticked the options for my interface and the synth I'm trying to use which is a waldorf rocket. 
 
I've managed to get a midi channel open and got it talking to the rocket as it lights up when I press my keyboard but I don't know how the hell to output the sound.
 
I'm obviously a total noobie to Sonar and getting something totally wrong so I'd like to find some help on here if I can. 
 
Any help would be totally appreciated.

How do you connect your synth's audio? Usually I connect it to audio interface input, and create audio track in Sonar for it, and enable monitoring and recording on this track.

You probably haven't inserted the synth track correctly.
 
Try Insert > Soft Synth > True Pianos > 
Check midi source and first synth audio output
 
Click ok.

Connect the Rocket´s audio line output  to your Alesis io2's audio line input. 

The replies above may be a tad confusing. From what I understand from your post you are looking to use a hardware synth to play a software synth in a similar way to a midi controller keyboard. In this case, if you seem to be getting messages into your waldorf rocket, it is probably something simple like not having input echo on or as gswitz suggested, test it with another soft synth and make sure you have a midi (input) track and the software synth(output track).  All this info is in the sonar documentation.
 
If you actually have a hardware synth and you want the inbuilt synth sounds recorded, then that is when you would plug it into your audio input and route this to an audio track and not a midi track.

ya..i allways struggle with my midi controllers.i love to plug in my dtx electric drums and utilize all the great drum tones sonar has..but not b4 i spend too many nights and days reaquainting the two with names  and drivers and checking a few boxes that i coudint expect too many to even grasp the meaning of.  there is a particular path to take to get any of my controllers to jive...this is my most nightmarish time cuz its compounded with me really just wanting to get to my music but instead falling asleep in my chair trying...i sure wish i could get help right at that juncture!!.or maybe even better some one eliminating that whole process of box checking  and instead get me to writing and recording my music like i was put here to do......im hopinthere  is  a sure fire simple way to get past all that one day.id have so many more days to get to the goal with that offof my efforts.
 

In the MIDI track, you need to select the input and output, both of which should be the Alesis if you want to hear the sounds that the Waldorf produces.
The Waldorf should be set to the patch you want to hear and it's audio output needs to be connected to an amplifier to hear what it's playing, or the interface's audio input if you want to record that sound. Click the Input Echo button to hear what the keyboard is playing.
Welcome to the forum.
 

Thanks for all the replies guys, haven't had much time the last couple of days to have a look into this but I've worked it out. I've got my midi channel for controlling the synth and an audio channel for the output. Cool. Now I can start learning about the rest of the program lol.
 
Thanks again everyone.