In the Sonar browser...
Click the Media tab (top right corner of the Browser)
What comes up?
Also below that tab (the Olugins and Synth tabs) you will see a dropdown menu. Click that menu and you will see a bunch of options. Select "MIDI Groove Clips".
What do you see now?
Of course from that same dropdown you can choose the other sort options. You can also click the folder up arrow button at the very far left (beside the dropdown menu) to get up to the very top folders on your computer (up to the hard drives) and then dig down from there.
There is a Tutorial section in the Sonar Reference Guide at the start that gives you a step by step way to navigate the browser (with examples) as well as other helpful stuff for beginners.
You may not be a beginner though so my apologies if that is the case. Just making sure before we look at other problems.
Also did you actually install the Extra Content when you installed Sonar? This usually comes as a separate install tot he main program so maybe you just didn't install it. In that case just look in your store account in the Command Center and look for Extra Content or whatver they called it. Then download and install it. There are extra packages than that too like the Brian Hardgroove stuff.
Salud.