I'm missing something simple. When I select Burn Audio CD under Utilities nothing happens. Using Sonar X3 Producer. Would appreciate suggestions.

Using Sonar X3 Producer

Hi, and welcome to this forum. Which OS are you using? Do you have the latest update to X3 (https://www.cakewalk.com/Support/Knowledge-Base/2007013361/SONAR-X3e-Update)
Does it open via Windows start menu?
All the best.

Zargg 71, Thanks. I appreciate the response. I had not updated. I just did, but it did not affect the Burn CD function. Still nothing happens when I select the Burn CD utility.

Some more info about your setup could be useful.You did not mention which OS you are using.
I was able to open mine on my laptop, via the utilities menu in SONAR. I did also use it in X3. 
All the best.

Windows 10, 64-bit processor - thanks

Don't take this the wrong way, but you DO have a CDR inserted into a writeable drive yes?
 
Also, make sure Sonar isn't opening up a dialog box hidden behind the main windows. This happens a lot.

I'm not taking it wrong. I have a CDR inserted. It doesn't get far enough to look at the CD drive, no window pops up. I just save the files as wav, wma and mp3 and then copy wav files to a CD using other programs on my computer so it's not stopping me from making CDs. I would just like to use it if I can. It is not open in the background. I actually checked for that. The utility "Share with Soundcloud" also doesn't work, but I don't care about that. I thought maybe there was a plug-in that I needed to open with the Cakewalk plug-in manager, but I don't see anything. 

Same problem, is there any solution??

Use an external burner. I've used cd architect and imgbrn. 
 
www.winxdvd.com/resource/top3-free-dvd-burning