Reading your last post I'm not sure if bouncing tracks is what you want to do or something else, but if it is bouncing existing pairs of MIDI and audio tracks associated with a synth, try this.
First create a set of new, empty audio tracks starting after the last existing track (so if you've 6 tracks you want to bounce create 6 new tracks, numbered 7-12).
Select the tracks you want to bounce so that the blue indicator where the track number is lights up. Make sure that at least one, better all, trakcs have enough blank space at the end to accomodate any effect tails from delay, reverb etc.
RIght click on a track header and select "bounce to tracks" or pick it from the tracks menu in the main or tracks screenset. In the bounce dialogue select "tracks" as the source. Sonar will fill in the box with the selected tracks.
For the destination pulldown menu select the first of the new, empty tracks.
Then bounce. If your copy of Sonar works the same as mine just did when I tried this (and if my explanation's clear enough) it will then bounce each selected track into a different destination track, so track 1 gets bounced to track 7, track 2 to track 8 and so on.
Alternatively, you could just go down the relevant synth tracks hitting "freeze" for each of them, which is quicker than bouncing a track at a time and will do pretty much the same thing.
If you want to record MIDI into audio "live" then Sonar doesn't work like that. Which is a bit of a debating point round here at the moment :-). Basically, to convert a synth to audio you bounce the synth's MIDI track and the audio track that contains the synth. Or if you're using the combined "instrument" tracks then you bounce them.