Looking at the manual it says that it will sync the delay time to a clock signal coming into the midi-in port.
So, all you need to do is plug it in and make sure in SONAR preferences that you are sending clock to the midi-out of the Focusrite.
https://www.cakewalk.com/..mentation?product=SONAR X3&language=3&help=Synchronizing.06.html