Hey Fitz -
The short answer is, you can set everything up the way you have it in PT (without PT bundled effects, obviously)
Aux tracks in Pro Tools, is the same as a Bus in Sonar. The difference is, in Sonar, you do not have to manually choose an internal bus to route it to. It's one less step.
Taking your "VocalVerb" Aux track, for example: In Sonar, create a Bus - name it VocalVerb - Insert your favorite vocal verb in the effects bin. Now you can create 'sends' on your vocal tracks, to your Vocalverb bus, just like in ProTools. You adjust the amount of "send" on each track, same as ProTools. ProTools has a fader for this, Sonar has a knob for this. Same thing, different graphic.
You can set all your Busses up in Sonar, just like you set up your Aux tracks in ProTools. As stated above, in ProTools, you have to choose an internal bus for the input of the Aux track, in Sonar, that step is not needed.
Let me know if this answered anything or not.