Season Greetings to every one of my Sonar brothers : )   GOD ! .... I have not been here in ages seeking help :  But I've come calling  for assistance because my studio client list has grown and a demand for a Headphone mix is now a priority more than in the past : I have some understanding of it ,but can't  seem to execute the method :  There are plenty of tutorials online for Protools : But can't seem to find any to guide me in the correct direction for Sonar :   I would be much oblige if anyone could rescue me form  total embarrassment :  hahahaha  : )   Cheers

Headphone mixes are usually done w/ send busses, prefader.  The buss is then sent to a hardware out (other than the master) that goes to a headphone amp driving one or more headphones.  If your clients demand more than one mix (which it sounds like) you need to use another SONAR buss, another hardware output and another headphone amp.
 
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As AT says.....
 

1. Insert Buss called something like "Headphone mix"
2. Set its output to a different output to the main mix
3. On all the tracks you want to monitor insert pre-fader sends to the "Headphone Mix" buss
4. Control the mix with those send level controls as required..

 
You'll obviously need as many pairs of outputs on your interface as you want mixes. i.e. at least two pairs, one pair for the main out and one pair for each separate headphone mix. 

I do something very similar, but my sends are on my busses which means less sends to have to adjust, and it's only a headphone mix anyway, so the balance is not critical (though some vocalists might disagree)

Thank you COneal for asking the question.
This is something I have been struggling with also. My solution was using the application that comes with the Roland OctaCapture, but it is a little clunky. The above sound like better solutions.

I'm not familiar with the Octacapture but if each channel has aux busses you can do something very similar at a direct level.
 
I use my interface (A&H ZED-R16) to do just that. Use an aux bus set to output to headphone amp, any channels can then have an aux send to that buss for monitoring.

HEY..   Guys thank you so much for the speedy reply :  I have go it to work .. so now my holiday season will be fill with joy :  and hope yours too:  WISHING EVERYONE A MERRY CHRISTMAS   :     LOVE Mates  : )