You can certainly use the VU's in Sonar and any other DAW that allows you to insert a VST plugin.  It is just that in Studio One you have got access to the input signals the moment they arrive at your DAW and before they go onto the track inputs that is all.
 
In other DAW's simply use the effects bin as noted earlier.  But you will have to be input monitoring to see it.
 
I also have real VU's attached to my digital mixer so I can monitor input signals that way even before they are routed to the DAW at all.  That is an even better situation.  The good thing about that is once you get that signal level right at the mixer end, the moment you route it to the DAW the level is already perfect there too.

So I take it there is no way to set up Sonar's volume meters and faders to an arbitrary peak reference level like e.g. -18dB? 
If so, that's a real bummer. Putting Klanghelm VU's on each track seems fairly impractical and also doesn't help with the limited "control range" of the software faders when mixing at low levels. To be honest, they seem to be already too coarse grained for my taste with a 60dB range. I find it hard to make small adjustments with my Kensington trackball.