Using sonar X3 producer.

Example? I mean the name of any such effect.

the name of the plugin is DSK AsianZ DreamZ:
plugin shown audio track 1:

plugin not shown in midi track 2:

 
to use this plugin, later I figure it out that I need to insert a track for it in insert soft synth menu, is this the
only way to do this?
 
 
 

namclow
the name of the plugin is DSK AsianZ DreamZ:

It is a soft synth, to work it requires MIDI input and produce audio output. So you need MIDI track and a special audio track (it is special because its input is the plug-in). Sonar support "combined" instrument tracks (internally 2, MIDI+Audio, but visually combined).
Sonar allows adding soft synth as AudioFX because some of them (not this one) can work as such. But in general "Insert / Soft Synth" is the proper way.
 
MIDI FXes are plug-ins which use MIDI input and produce MIDI output (so, no Audio involved). Sonar support only so called DX format for such plug-ins, more common VST packed MIDI FXes are shown as Soft Synth (that is why I have asked for the name, all real DX MIDI FXes are well known).