Hello all you good Cakewalk users, 
my set-up is:
 
Midi keyboard - > Saffire PRO 14 - > Sonar X3.

Can insert a soft synth, record input, but cannot hear it on playback (other tracks I can hear).
 
My questions
1. Where do I set the OUTPUT of that miditrack? In the PRO CHANNEL (Because I cannot see output selection in the track view).
 
2. Whereto do I direct the output, please?
 
Looking for any input coz this is driving me nuts. :)
 
with best regards, MFAP

Hi!
I encountered this situation and I think I can help.  Go to the Preferences tab in the Edit menu, then on the left side towards the bottom you'll see the RECORD options under Project.  Click MIDI.  Then UNCHECK "Zero Controller When Play Stops" box.  This should help you. I hope it does.
 
John B

MIDI is not sound, it is computer instructions. So to hear a MIDI track, you have to assign it to a sound producer either a real synth or a softsynth.
 
To send it to a real synth, you need to set the output to your MIDI interface and have your MIDI keyboard connected to it. Make sure your synth is set to receive on the same MIDI channel that Sonar is sending the data on.
 
To send it to a softsynth, add a softsynth to the synthrack. Set the output of the MIDI track to the softsynth. If you don't see the output field, make sure the pulldown at the top of the track view is set to I/O or All.

Midi tracks require an audio track to be assigned to their synth's audio outputs, If you're listening to an external synth and you'd like to hear it's playback, you need to enable the abillty to hear external input from it's audio track - there's a speaker-wave symbol on the the synth's audio track, click it to enable it.
 
At some point, you'll need to record the synth's audio - when you do that, disable the ability to hear input during playback,

Have a look at this video that should answer most of your questions about MIDI.

In the track pane, there are buttons to select what controls are displayed. Not on a computer with SONAR on it, so I can't tell you exactly what it is, but click around until all the in/out controls appear. And/or expand the track pane.

Here:
 

 

Also...   for this part:
 
1. Where do I set the OUTPUT of that miditrack? In the PRO CHANNEL (Because I cannot see output selection in the track view).
 
I'm assuming you're looking at the Track Inspector on the left.   If so, across the top there are tabs for displaying Track, Clip and Pro Channel data for that track, with Pro Channel being the default.   That's why you can't see the track's I/O near the bottom of the Inspector unless you pick the Track tab.   
 
Or as 57Gregy wrote, you can expand the track's vertical height and access the same controls from the track widgets.