There's also a simple command in Sonar when the project is open: Project->Audio Files.
But ... depending on whether you have ever saved copies, or created more projects that use the same audio folder, the only safe way, as Brundlefly notes, is the CWAF, which can be found inside Sonar in Utilities.
CWAF shows you which files are orphaned, missing, or 'referenced'. Click on any 'missing' or 'referenced' audio file, and CWAF will show you which projects use it.