am looking to get a keyboard to record midi.  I don't want a midi controller I want a keyboard that will record midi.  wife wants to be able to play the keyboard to.  am looking at the Casio WK-7600 and the Yamaha PSR-EW400.  both say they do midi thru USB but a review of the Casio said it won't record midi.  I haven't found anything about the Yamaha if it will or won't record midi over USB.  both are in my price range. if they both work which is better.  am not going to be using either live other than in the house.

Do you want the keyboard to record MIDI itself, or do you want the keyboard to send MIDI to SONAR so SONAR can record the MIDI?  Or both?

I want to record MIDI in Sonar.  both would be nice but recording in Sonar in number 1.

As a reminder, midi is just a set of instructions. Midi instruments typically don't 'record' in the analog sense of the word.
 
If a keyboard has a midi out port or midi over USB then it will send the instructions out to be captured (recorded) by Sonar.  The only keyboards that I'm aware of that capture (record) midi are the keyboard arranger/workstations. But then, I'm not sure so much as they record midi in or just allow you to save what you play on the keyboard to various internal midi channels for layering and arranging in the instrument.
 
Midi keyboards as opposed to controllers, typically have a midi in port to allow other gear to control their instrument library but don't typically record. Yes, they are some that do but I'm not sure that you would really want one of those if you have Sonar - kinda overkill.
 
For example, the 'keyboard' I have is actually just a controller. It makes as much sound as the keyboard I'm typing on. It sends midi instruction out to other gear so I can control the synth module or send it to a lighting console. While these pieces receive midi they don't 'record' midi. Sonar is the only thing that captures and saves the midi instructions.

That's what I want is a keyboard that will send out midi instructions to Sonar to capture and save.  But I want the keyboard to have speakers so Myself and my wife can play it anywhere we want.  i don't care if the keyboard records itself I just want Sonar to capture the midi instructions.

As a general rule, if your keyboard specs include a MIDI out port, the keyboard will send MIDI to another location. Sonar should be able to receive the MIDI out from the keyboard and record it. As Dr Lumen notes it  is not standard for electric pianos (which frequently do have MIDI out) to be able to record MIDI (i. e. the key presses while playing) to the piano itself, but almost invariably the freestanding "workstations" do that. In any event, if the MIDI out from your keyboard is a 5 pin DIN (old style true MIDI) connector, you will need a similar connector on your MIDI interface. It is rare to have that kind of connector on a new computer, although it was common on old add in audio cards with MIDI. A simple single instrument MIDI to USB interpreter/connector can be had for a couple of bucks that will allow you to connect a DIN out to your computers USB ports. If the MIDI output from the keyboard is via a USB connection, then no physical adapter will be needed. In either case you will need to have drivers for the keyboard or interface that work with your operating system version. In many cases the drivers are "class compliant" and are already included in Windows or will load from the device firmware when you plug the device into your computer. 

Ahh, then there are slews. You may want to look into the Yamaha portable grands. If it has speakers then it generates sounds. For example:
 
https://www.amazon.com/Yamaha-YPG-535-88-Key-Portable-Adapter/dp/B003F2X13I/ref=sr_1_2?ie=UTF8&qid=1478722214&sr=8-2&keywords=yamaha+88+key+pianos
(not an endorsement - just an example)
 
If it has midi anything then you will be able to record your playing of notes (via midi) to Sonar.
 
Or, with the line out or headphone out on the keyboard, you can actually record the sounds with the line-in of your computer's sound card for recording with Sonar as well - this is a little more difficult and problematic.

am looking at these two keyboards
Casio WK-7600 and the Yamaha PSR-EW400

This is all good advice.  However, I haven't heard anyone mention that sending MIDI doesn't guarantee that the sounds you hear from the keyboard speakers can or will be triggered reliably from the SONAR recordings.  It makes sense that they would, but I wouldn't take it for granted that all of the not all of the consumer-grade keyboards will allow you to 'round trip' the MIDI files you record without some more shenanigans. In other words, like WYSIWYG in the print world, What You Play Might not be What You Get from your keyboard speakers.

I have several East West Products that I will use for sounds in sonar.  If the keyboard captures the midi instructions I don't care what the keyboard sounds like thru the keyboard speakers for recording.  As long as they sound pretty good while am just playing the keyboard is fine with me.