As always, the answer is, it depends.......
I depends on how you've got your routing set up and what you choose in the Export dialog.
So start with routing - have you got all your tracks routed to a bus and all busses to a master bus, and with NOTHING being routed directly to your main outs.
Simple test - Mute you master buss - if you can hear anything your routing is wrong, if you hear silence your routing is ok.
Exporting. First select NOTHING - ctrl + shift + a
Now go File > Export and choose Main Outs as your source. If you want to listen to it outside of Sonar, export @ 44.1KHz, 16-bit and with Dither applied.
Name the file, specify a location and hit Export.