My MPC (studio) to sonar

I'm not sure what an MPC is, but I route my keyboard to a MIDI track first, then route the MIDI track's output to the VST. When I want to record MIDI I just arm the MIDI track for recording and hit the record button and off I go. Not sure if this is the preferred way but it works for me and gives some routing flexibility if I need it.

Go under Sonar Preferences and then in the MIDI section.  If your MPC is connected via USB, you should see it listed.  If it has no check by it, check it.  Then back on your MIDI track, you should see it light activity.  If the MPC is MIDI only, it needs to be going to a MIDI interface that is itself connected via USB, then follow the previous procedure.  Should be pretty straight forward, but initial setup can be tricky until you see how to make things talk.
 
If the actual audio is coming from the MPC, you could treat Sonar as a giant tape machine and just record the audio into a track then apply effects as you mentioned.  Or, you could sync Sonar with your MPC, and record audio in; this would enable additional editing options since the audio would be tied to the time line in Sonar.