I use this and it definitely works with SONAR.
First of all, make sure you're in ASIO mode for the driver model. WDM and WASAPI does work but it's flaky compared to ASIO with this interface. After you've selected it, close and re-open SONAR.
Then, make sure the correct I/O is selected in the inputs and outputs section. There should be ticks in the analog ins and outs.
Then, check the MIDI devices to make sure there's ticks in the 16x08 MIDI I/O.
I'm guessing you've done all of this first, but it's worth going over just for safety's sake.
Very important that the 16x08 is powered up before you start SONAR because the next time you start it, it'll default to whatever model it fell back on last time.
Have you got anything else running on your system that may be stealing audio focus? Some media players and, weirdly, some webcam drivers (eg: ones with audio related) can try to steal control of your audio driver.
Are you running the latest 2.x driver and firmware for the 16x08? That adds a few features and stability for some people (it was about the same for me).