Haven't one of these myself, but looking at AT's website there's several issues here.
The 1/4" inputs on the Focusrite are intended for "line level" input which is many times higher than a mocrophone puts out. So one reason for no sound is that a line level input hasn't got enough gain to raise the signal to a usable level. To do that you need to connect to a microphone pream, which are the XLR sockets.
Another reason is that the headphone's lead has a plug that handles stereo audio to the headphones and mono audio from the mic. The Foxusrite line inputs will take "stereo" type jack plugs, more accurately called TRS (Tip/Ring/Sleeve) for a balanced input connection or a "mono" (TS) plug for an unbalanced connection those plugs aren't compatible with the connections the plug on the headphones has. Which, for the sake of completeness, is a TRRS one if I've counted correctly.
The mic is also a condensor type so unless it has batteries it will need to get sent the right electrical DC voltage in the right connectors to make it work (called "phantom power"). Which could be anything from a few millivolts to quite a lot more than that, and sending it too much voltage will quite probably kill it so best not to go there.
You might well be able to get it to work with a PC's on-board sound using the Y adaptor cable AT's site say it comes with but interfacing it with the Focusrite would be far from simple.
AT say the headset comes with a miniature USB DAC. It should work plugged into the PC using that and Sonar (or any other DAW) should recognise the DAC as an available audio interface so long as any necessary drivers have been installed. The results might not be as good as the Focusrite and monitoring latency might be a problem (unless AT happen to supply ASIO drivers for it), but will quite possibly be better than the PC's built in sound.
In all honesty though if you want to record singing or even voiceover your better option would almost certainly be to pick up an inexpensive mic that uses an XLR to XLR cable (there are quite a lot of cheap "USB" mics that use USB cables direct to PC - avoid them) and a seperate pair of headphones (or monitors) if necessary.