The videos usually give instructions to performing a certain task, I don't know of a video that goes through the whole array of functions SONAR has. There are other forum members who know much, much more about that side than I, though.
The best way to get an overlook might well be reading the Reference Guide pdf. It has about 1800 pages, so that gives an idea of how huge a task it would be to fit it for video.
The Help file includes the same info.