Can Sonar 3 import an AAF? If so, would I do it via the "open a project" I am trying to import an AAF created with N-Track 8. 

Make a new project with an audio track. Open the media browser on the right, find the file, drag and drop to the audio track. 
Sonar automatically converts the audio to your currant sample rate and creates a ( 24 bit) wav. 

This sounds similar to the other thread you created (that you never responded to). and I answered
http://forum.cakewalk.com/cross-platform-sharing-m3584932.aspx
 
you have to separate the wav files and import them separately.

AAF is a container, kind of, like OMF.
It can be embedded style, being content is embedded, or just reference external files.
 
If really big project so it pays off time used, you might use a converter like AAtranslator to convert to OMF.
http://www.aatranslator.com.au/
 
Otherwise better to just drag-n-drop audio files over to Sonar.
There is no standard, as I have found, to exchange midi files like this - so if many midi files, even less reason to use AAF/OMF.
 
With over 30 years of midi - strange that no exchange format popped up including midi parts.
Best result I had was moving projects from Reaper to Cubase, was over EDL format through Samplitude and then export to OMF.
 
Hope you get some ideas.....

thank you all,

I have protools (have to have) for just that issue.  I have clients who send me aaf files for me to mix.  They come from video editors.  I then have Protools convert to an OMF and then over to Sonar.  The problem is Sonar will not import clips with fades and if the clips overlap there is a chance they will be in the audio folder, but not on the timeline on a track.  Lots of little issues.  So Sonar can not import and AAF and I would be very careful using something to translate.  Make sure you double check all the audio.