I just upgraded to SONAR Platinum and I am having issues to make my Midi Keyboard to play any sound. Everything is updated, my VSTs and drivers are ok, I tried all the simple hardware stuff and look at Preferences and tried to do everything I could. 
 
I noticed that Sonar Platinum recognized my Controler and my Windows detects when I press the keys but I still can´t make any sound. I have an Oxygen 49 and really searched a lot to know how to fix my issue, if it is a simple and dumb thing I'm sorry but I really need to get this to work pls

Those are great.
 
Add a new synth by doing insert > Soft synth. Check the options you want...
 
When you play your synth, the level on the midi track should bounce. If it doesn't, go into properties (hit P) and Midi > Devices > Make sure your device has a check next to it.

If you go to part III of my tutorial it gives a step by step on how to set up soft synths and using a midi controller, lots of screens shots all done in the latest version. 
 
http://www.cactusmusic.ca/Sonarmidi.htm#Part III
 
http://www.cactusmusic.ca/Sonarmidi.htm
 
 

Your probably on a wrong preset. You want Preset # 5
Its easy.. I know this video is dated but it still apply's.
This is the way I set up my Oxygen 49.
 
follow this video.