Hello everyone, i'm new on the forum so let me introduce myself first. :) My name's Adrian and i am a 20 years old producer, i started out when i was 13 and i've been moving into many genres. I've managed to use FL, Ableton and Cubase and i just moved on Sonar wich i think beats them all (for now)! 
Now let me explain my problem: i'm trying to set my MIDI keyboard to Sonar but i don't get any sound, more to the point, if i create a midi track and connect it's out to a softsynth with kontakt and i insert a midi file i've done before, i get the sound, but if i try to connect my midi keayboard and set the input omni, i get the signal from the keayboard from both windows and Sonar (the little red led on the left), but i don't get any sound, if i push play the sound magically comes in... The midi keyboard works on both Ableton and FL, i tried everything, and i think i've read and watched almost every video out there but nothing... i definetly love the DAW and this problem's getting really annoying... can someone tell me where i've been wrong? Thanks for your answers! :D 
 
PS: sorry if my english's not that good, i'm from Italy. :)

It might be a routing issue.
Look in Kontakt to see what channel the instrument is looking for the MIDI.  For me, it's never OMNI.  The first Kontakt instrument usually looks for MIDI Channel1, the 2nd Kontakt instrument looks for MIDI Channel 2, and so forth.
Then look at the MIDI track you're using to bring the keyboard data into Sonar.  Don't set it for OMNI, but for Channel 1 (for the 1st Kontakt instrument).

Does that help?

There's a widget in each track's header, called Input Echo. Looks a little like [*))]. Needs to be enabled when you're playing through that track.

Hello there, thanks both for your answers and sorry if i answer to you just now, unfortunatelly nothing worked, i thought that my keyboard could be broken but it works on other DAWs, so i don't know what else to do... any other suggestions? 

Check in Preferences>Midi that the midi port you have your keyboard plugged in to is selected.
 
https://www.cakewalk.com/Documentation?product=SONAR%20X3&language=3&help=Dialogs2.057.html

Also check Kontakt for what port you are using.  That as  well as Kontakt's MIDI channel must match your keyboard for Kontakt to get any MIDI data.

I'd insert a synth like SI piano and see if that works. 
I always have my input set to omni 
The OP say's they are getting the flashing midi icon so I would assume the connection is correct and the keyboard is working. 
And for sure make sure the input echo is highlighted,, this is the same in Cubase.