Yes - Sonar still comes with "rgc:audio sfz" player - it's even 64bit.
In the middle of last year some weblinks 'broke' on the Cakewalk site but even "rgc:audio: sfz+" should still be available somewhere ...
However, I suggest just getting the free, and very good,
Plogue Sforzando.It can also convert and play sf2, as well as sfz.
The associated
Free Sounds for ARIA Engine are also well worth the price ;).
Zampler is another free alternative.
These are, as expected, fully intergrateable, with Sonar as VST instruments.