I'm using the trial version of Sonar Platinum (v22.12.0 BUILD 12 - x64).
 
In the piano-roll view I press the "select" tool (arrow), then holding the left mouse button I select a group of notes in a rectangular area. Then I press and hold the SHIFT key to add other notes to the selction (it's a standard Windows convention); but as soon as I click on another note, the previous notes are deselected. The same thing happens if holding the SHIFT key I try to select another rectangular area. And even if I select one note (it darkens), then press and hold shift and click on another note, the first note is deselected.
 
Am I missing something (trivial)?
 
 
 

Yes, it's a bug! If you're using Sonar Platinum, since the latest update (2016.12) I also have been experiencing strange behavior when selecting notes in the PRV. 

Two days of evaluation, two (serious) problems found ... (the other problem is with 32bit VSTs) ...

Use the 'Smart' tool-the Star; Right Click to lasso a group of notes. then use the Ctl key to select, or lasso other notes.
 
Edited: RIGHT click....my bad for writing "Left" previously. 
Thanks for the correction Chuck

vorxio
Two days of evaluation, two (serious) problems found ... (the other problem is with 32bit VSTs) ...

its not a "Serious Problem" You are probably using the tool incorrectly.
Hold down the CNTRL key when selecting multiple notes or right click to lasso your selection. this is nothing new really. every DAW works in a similar way. how are you supposed deselect notes ?
by clicking on another note or an empty area that's why the notes are deselecting.
try using the smart tool. it does everything with out having to switch tools (Select tool).
 
To select notes: Use the smart tool and RIGHT click (not left) hold the right mouse button and drag to select notes.
If you need notes selected outside of the rectangle, use the CNTL key (hold CNTRL down) and click on other notes.
 
The tools can be researched on line
https://www.cakewalk.com/Documentation?product=SONAR%20X3&language=3&help=Tools.04.html

vorxio
I'm using the trial version of Sonar Platinum (v22.12.0 BUILD 12 - x64).
 
In the piano-roll view I press the "select" tool (arrow), then holding the left mouse button I select a group of notes in a rectangular area. Then I press and hold the SHIFT key to add other notes to the selction (it's a standard Windows convention); but as soon as I click on another note, the previous notes are deselected. The same thing happens if holding the SHIFT key I try to select another rectangular area. And even if I select one note (it darkens), then press and hold shift and click on another note, the first note is deselected.
 
Am I missing something (trivial)?
 
 
 

Yes, it's not the Shift key you should be holding down it's Control

Ok thanks; with the SMART tool and the Right mouse button the multiple selection works.
 
But - a stupid question - if I read "Select" on a tool then I suppose that the tool is used for "selecting" something (notes if we are on PRV), so why doesn't it work in the same manner as the Smart tool in PRV ?
 

It's just something you have to learn about and once you "get it" you'll find your workflow vastly improved. 
I hated the whole thing at first  and preferred the old way from version 8.5. I had spent so much time working with those tools that the change bug-red me up for a long time. But now I don't even think about it. 
I used to use the select tool just for selecting etc, now I find everything can be done with the smart tool. But you just have to get the hang of it as it's very sensitive to wrong moves. 
It's very critical where you point the mouse when using the smart tool, On real short notes I find it hard to get the pointer with the wings? to show so I can move the velocity up or down, and that's something I use a lot. 
It wasn't that long ago where I would open the dialog box and change velocity using the box. What a huge workflow jump that smart tool has become. 

Cactus Music
It's just something you have to learn about and once you "get it" you'll find your workflow vastly improved. 

Ditto... I rarely need to switch from the Smart Tool, instead using cursor position and right/left click drag gestures.  As Johnny said, it may not be what you're used to; i.e., dedicated tool per function, but it can be really convenient the majority of the time.   And for those cases where it's just not convenient, the dedicated tools are still available.