Yes, hubs can be useful. However, if something attached to them is not working then it's worth making sure the hub isn't the problem.
If you go into Sonar's preferences and look under the MIDI devices and controllers sections is the keyboard listed there? If so are the boxes ticked so Sonar knows to use it?
When Somar is running there is a little keyboard icon that is in the Window"s taskbar near the clock. If Sonar is receiving MIDI at all small "lights" on that should be blinking.
If the keyboard is recognised by Sonar and enabled are the keyboard's MIDI ports showing up in the list of available inputs on MIDI tracks?
Sorry if all this seems obvious, but sometimes going right back to the beginning and checking everything finds the answer.