OK before anyone says "RTFM", I have.  
From online:
 
1.
Configure SONAR the way you want, then click the Lens picker drop-down menu and select New Lens.

2.
In the New Lens dialog box, specify a name and click OK.

You can also create a new Lens by clicking the Create a new Lens button  in the Lens Manager dialog box.
I cannot find the Lenses control button.  
 
I see the little window that makes the windows headers and stuff disappear.  I see my transport.  I see the file - edit - views... the view - options - track.
 
I must be daffy.  I have spent the last 45 minutes trying to find it.  
 
I have SPLAT 22.9.2 build 42.  Am I off an update, just crazy or perhaps both?  
 
Thanks
 

I'm using 2017.01, but mine is in the upper right corner on the same menu bar as File, Edit, Views...
 
You'll need to have a project open to be able to see it.
 

I have no clue what this feature is, or does.  I have looked at that menu, but I am afraid to touch anything.  We already have screen templates, Skylight, Mix scenes, and a microscope enlarger tool.  What the heck is a lens? 
 
"Advanced"?
"Make Beats"?
 
Huh?

Tele - I don't see that anywhere.  I have a project open.  Is it on the transport bar?
 
Maybe I should find my glasses and see if it is just so tiny I cannot find it.
 
Thanks
 

Thedoccal
What the heck is a lens?

"Lenses allow you to instantly adapt SONAR’s UI to only show elements that are relevant to a specific task or workflow. You can hide features you don’t want to see. Some workflows require access to many features, while other workflows benefit from a simpler and more focused UI."
 
https://www.cakewalk.com/Documentation?product=SONAR&language=3&help=Lenses.1.html

space_cowboy
Tele - I don't see that anywhere.  I have a project open.  Is it on the transport bar?

It's above the transport bar and below the title bar -- on the same "row" as the File menu.

FYI, Lens are global to Sonar as well.  If you set a Lens, every project you open will show that Lens, until you switch it back to "None" or something else.

"Make Beats" is the Matrix View Lens
 

Sorry to be a pain. Does anyone know which update it was introduced. I promise, if it is on my screen it has to be invisible.  I even tried to create a key binding and could not find lenses in the function library.
 
 
ARRRGGGGGHHHHH!!!!!
 
I never knew I needed this, and now I need it more than ever since I cannot find it.  
 
Thanks for the help.  

space_cowboy
Sorry to be a pain. Does anyone know which update it was introduced. I promise, if it is on my screen it has to be invisible.  I even tried to create a key binding and could not find lenses in the function library.
 
 
ARRRGGGGGHHHHH!!!!!
 
I never knew I needed this, and now I need it more than ever since I cannot find it.  
 
Thanks for the help.  

Lenses added in 2016.11
http://www.cakewalk.com/P.../SONAR/Whats-New#start
 
http://www.cakewalk.com/Support/Knowledge-Base/2016000051/SONAR-2016-11-Update-Fixes-and-Enhancements