I can only imagine that since .cwp is a proprietary file format, the only way is to export your files from Sonar in a way that can be imported by another DAW, such as '.wav' and '.mid'.
In most cases the recommendation for file exchange is to bounce to stems.
Sonar can export to OMF (Open Media Format) files, but not all DAWs can read this format. The online Sonar user guide covers this. Just search for OMF.
These are the limitations of OMFas shown in the user guide.
Note: OMF files save the following:
Tracks
Clip positions
Slip edits
Fades and crossfades (as destructive edits)
The following information is discarded:
Volume
Pan
Automation
Effects