What ever you were doing in X3 should work in the new SONAR.
Is is possible in X3 you were using simple instrument tracks and not MIDI tracks? A simple instrument track is a hybrid of a MIDI track and an audio track.
If you are now using a regular MIDI track, you will need to add at least one audio track with the input set to the synth. Once the audio track is setup, add the effects in the FX bin or ProChannel of the audio track. Once the routing is complete, you can freeze the synth or bounce it to another track if you want directly edit the audio created by the synth.