Buss... its super easy... its a group. A buss is like a funnel,, you just pour stuff into it. In fact your output to your usb is also considered a buss, its just sonar doesnt do anything with that other than allow you to turn it up or down.
Just go through all your channels in your session and set them to master to get started. Thats it. You more than likely did not hear a volume change when you did this before because your master buss is most likely set to zero... where it should be. You may be confused as to WHY you would use a master buss... however... its simple, The reason to do this is so that you can say, eq your entire mix, or maybe use a compressor etc. inside that buss. A buss simply allows you the same flexibility that a channel does, only we can send as many channels as we want to a buss. It also allows you to gauge how loud you actually are mixing.
In Sonar, console view, all your channels are on your left, and all your busses are on your right, and all the way to the right is your output section to your interface. All your signals go from left... to right.