Hello. I have a bit technical queston, when I add effects to a track. So, if I add an equalizer first at the track FX table
and next will be a compressor - then the sound after equalization will be compressed? Or to keep the sequence
it is necessary to create bus, and add the EQ at the track FX and compressor to a bus associated to this track?
I want first to add an EQ to the sound and after that to make a compression not vice versa. How it works in Sonar?
If I want to keep the sequence for five effects it is necessary to make several buses, or have to keep the sequence
for these effects at the FX table?

You could use track templates.  Or you could use FX chains. You don't say what version you are using. 
 
For more information see Page 932 of your Sonar X3 manual.

The signal flow is from top to bottom for both the FX bin and Prochannel. The Prochannel can be either post or pre FX bin, that's up to you. The option is set in the Prochannel context menu found by right clicking on one of the module headers.
 
Sends are always post FX/Prochannel. See the signal flow here.
 
In your case make sure the EQ is at the top of the FX bin or Prochannel (depending on your preference) with the compressor next down.
 
HTH

Thanks