There are a lot of good threads about migrating to other DAW's in the software forum. Go and read them. Mostly you need to just stick with creating audio stems and saveing your project as a midi file if midi was involved.
I easily opened a fairly simple project in Cubase by saving as a MIDI 1 file. OPEN that in Cubase and drag and drop all the audio from my projects audio folder into Cubase audio tracks.. I also did this with Mixbus4.
The audio tracks need to be complete end to end and start at zero.
Most other DAW's can use a lot of your plug ins. You loose automation etc but that's the price you pay for switching.
My advise is to finish what you started in Sonar and save everything as midi and audio files for future use.