Need help with recording electronic drums!

I don't have e-drums, but I just say something for starters before someone savvy chimes in.

Firstly: Your M-Audio is a soundcard, not just a pre-amp, so it's (usually) recommendable to disable your onboard soundchip to avoid conflicts.

Does the drum unit have a sound module, or is it just transmitting midi?

If it has a sound module and you want to record that sound real time, you need to use the kits audio out. I'm not sure how the M-Audios input like that signal, but you can try.

If you want to record midi, which you can play either using your kits sounds or a soft synth, you should use a midi cable, BUT your M-Audio doesn't have midi connections at all, so that option doesn't exist unless you get yourself an interface with midi connection.

To play the midi with your kits sounds, you then need to take the midi out from your soundcard to the midi in of your kit, and the audio out from kit to soundcard/Sonar to record/mix it in SONAR.

I think you need a soundcard with more features to use your kit to the full.
 
Edit to add: I read the drum kit specs and didn't see a word about midi, so I have no idea whether you actually need a better soundcard or not.

I am clearly clueless, Thanks, at least this will set me on the right path. I am looking to use it as a midi controller with superior.