If your keyboard support it, you can also record a midi track then use that midi to trigger the sounds of your keyboard. I find recording midi vs recording audio has its pros and cons but mostly pros.
By recording Midi, if you make a mistake you can always go in to the piano roll view and simply fix the note.
Or use the midi to trigger other synth sounds within Sonar (using Sonar/other Synth plug ins)
Recording Audio is a lot harder to fix than Midi.