I made recording, (1 track) and it will save as a cakewalk project file, but when I save as a wave, it saves as a 'file' format, not as a wave format. Help!

To create a wave from a project use File > Export > Audio or if the track is one big clip, drag the clip to the desktop or a windows folder. If the track has plug-in effects, freeze the track before dragging.

That is what I did, and it is transferring it to some format that my computer doesn't recognize instead of wave look it is supposed to

Which did you try, export or dragging the clip. What is the file size reported by Windows?

I tried exporting... Idk what the file size is because it won't make the file for me

Try dragging the clip and/or provide info about which version of SONAR you are using and the steps you are using to export. Tutorial 9 covers exporting files.

Jambur91
I made recording, (1 track) and it will save as a cakewalk project file, but when I save as a wave, it saves as a 'file' format, not as a wave format. Help!

This is not possible. An audio recording using Sonar has to make a wav file of the recording. A project is only the container for the tracks and plugins you use to process the file/s. Look under the project name for the audio folder which will have the wav file in it. Or if you are not using per project audio folders look in audio data for the wav file where the project is. 
 
You have a complete misunderstanding of how Sonar works. This is no crime we all needed to learn. 

in the export audio dialog you will need to select a number of things like the source of the audio etc.