Yes - you should still hear your guitar's raw sound with input echo on, and Guitar Rig disabled/bypassed, so if that isn't happening then signal is not getting into Sonar.
Make sure your audio track's Input is set to the same channel you have the guitar plugged into on the interface.
Also, make sure you have enough gain for the guitar signal coming into the interface.
Do you see any signs of life on that audio track's meter in Sonar?
Do you have active electronics in the guitar that need a new battery?
Bob Bone