I'm assuming here that you can get Sonar to play back actual audio (a loop or previously recorded file)
Do you have
1. Sonar in ASIO driver mode in preferences
2. Your Quad Capture selected as I/O in preferences
3. Your midi in ports enabled in preferences
4. Midi routed to a softsynth (and checked that you can record midi notes)
5. The softsynth routed to your master bus
6. The master bus routed to the output on your QuadCapture that you want to use
If all that is checked, what happens if you change the buffer size in the ASIO control panel?
Are there any other applications open (browser etc) that might be using the soundcard?