The manual has instructions for some other DAWs but I'm having difficulty translating it to how Sonar works. I'll keep messing with it.

your talking about Native Instruments im guessing ?
Is  REAKTOR not working properly ?

You have to configure Reaktor fx dll as a synth in the Plugin manager (highlight the dll in the list and click "properties"). Then load it into an fx bin using the synth menu on the dropdown. Then, add a MIDI track, and you should see the Reaktor plugin listed in the midi output drowpdown. Select it, load the Finger into Reaktor and you should now be able to control it with MIDI input through the MIDI track you've routed to it.