Here in the docs for X2 I can find it: https://www.cakewalk.com/Documentation?product=SONAR%20X2&language=4&help=SoftSynths.19.html
 
In the current version I don't seem to have the option "MIDI output". How is it done?

If you look at the left side of the MIDI track, where the routing info is (I/O especially), you should see a dropdown to set the MIDI output to the synth you want to send it to.

Well I found it. You need to use "Insert Softsynth" from the menu bar, not the big [+] button. There is an option "Midi output".
After that it's a bit counter-intuitive. You don't choose a MIDI output on the track you just created, instead you have to choose a MIDI input on the track where you want the MIDI to go. Among the input selection list you can find the output of the previous track.

If you have the synth already inserted into your project, and add a new MIDI track, you can select it's destination from the dropdown i mentioned.  It will list every synth in the project, and you can choose there.
 
If you haven't inserted the synth yet, Sonar wouldn't know what options to give you.

Thanks, but that wasn't exactly what I wanted to do. I needed an instrument track with a VSTi that additionally outputs it's MIDI to another track. The way I described seems the only option. On second thought it also makes kinda sense that way, you can make serial and multiple parallel routes that way. Still a bit counter-intuitive.

occide
Thanks, but that wasn't exactly what I wanted to do. I needed an instrument track with a VSTi that additionally outputs it's MIDI to another track. The way I described seems the only option. On second thought it also makes kinda sense that way, you can make serial and multiple parallel routes that way. Still a bit counter-intuitive.

Hi. If I understand correctly what you are after, this is now located in the Vst drop down menu in the instrument itself.

Hope it helps.
All the best.

Zargg
Hi. If I understand correctly what you are after, this is now located in the Vst drop down menu in the instrument itself.

Hope it helps.
All the best.

Yeah that's exactly it. But all instruments I checked this is greyed out, like in your screenshot. Do you maybe know how to access it? Would be an easier way than having to re-create each instrument where I need it.

So you want to send a MIDI track to a synth (aka VSTi), and then for that synth to send the identical MIDI on to a second synth?

Right-click the synth in the Synth Rack.

Slugbaby
So you want to send a MIDI track to a synth (aka VSTi), and then for that synth to send the identical MIDI on to a second synth?

Although there are arpeggiator-type plugins that need input to work with, I think this is mostly about output routing for plugins that generate MIDI from scratch.