I have been a Cakewalk user since the beginning and I have never had import successive audio files. I have audio files (wav) that I have to import from a Zoom Q8.  The files are 24bit, 48K and have to be placed one after another in a single track. They are initially cut up to match the MOV files that the Q8 automatically cuts into 20 minute segments. How do I place them one after the other on the same track / time line? 
 
Thanks,
Vinny

You can try saving the Zoom Q8 wave files all to one folder. Drag that folder into Sonar project, see where they land. After you get them inside your Sonar project you can drag and drop the wave files wherever you want them to be (same track/different tracks etc.)

Does the Zoom Q8 created broadcast wave files?

Yes but if they are not place exactly where they are cut then they will not match up with the video when they are added back to the video.  It seems like this should be ease to snap to the end of the last file but there is no snap to file function. I could grab and place them but it's tedious at best.  It just seems like there should be an easy way to do this.  
 
I will check to see if the Zoom Q8 creates broadcast wav files but at least for the files I am currently working with they don't seem to be broadcast wav files otherwise they would import to the proper place.  

First, Sonar is not really a great video editor so a better video software would probably do what you want. They start or pretty cheap like this one by Sony- 
http://www.vegascreativesoftware.com/us/vegas-movie-studio/?utm_source=sonycreativesoftware&utm_medium=referral&utm_campaign=redirect&lang=us&prdt=moviestudio
 
But I don't see why you cannot string together a bunch of 20 minute audio segments. 
Any audio editor will do this to the nano second. Sonar can do it too, but a Wave editor would be my choice. 
I use Wave Lab but there are many that are free and almost free, 
Gold Wave is my favorite. http://www.goldwave.ca/release.php 
Audacity,  https://www.audacityteam.org/download/ 
Wavosaur. https://www.wavosaur.com/
 Wave Lab Elements is $99 and well worth the price. https://www.steinberg.net/en/shop/buy_product/product/wavelab-elements-95.html
 
Sound forge is also good and comes free with many Sony products. But you would be better to get Vegas which sort of does both. 

SONAR is not a video editor at all. Sony sold their Creative Software division (Vegas, Acid, Sound Forge, SpectaLayer) to MAGIX a while ago. There is a pretty good deal going on at Newegg right now for MAGIX Vegas Movie Studio Platinum.

Yes -- In looking this up I found the deal where you get the basic version of Vegas including Magix DAW for only $50.
That's in my link above.  I downloaded the demos. Magix DAW is kind of pathetic and only worthy of being a freeware,  it does not even import midi. But I have 30 day's to try the Vegas editor. I've always wanted to learn more about making a uTube for posting my original songs.