olemon et al,
you are learning a couple of things - audio engineering and a software application for it. Tough, and the only way to learn is to do it. Like all software, the manual is pretty hard to use - if you knew the terminology to ask the right question, you probably wouldn't be asking it!
The idea is to cut into small bites. First is to get sound out of the critter and understand routing. You have your interface, and most times those come with their own app. SONAR connects to it, going in and out, and that has to be right.
Next, I'd start w/ pure audio. Just drag some of the loops or waves incl. to a track and start mucking around. Once you get the hang of outputting audio, then move on to softsynths. By their nature there is more to go wrong there, from midi in to audio out. Unless you understand signal flow (and even if you do) it is easy to get lost. Synthesis is its own art form, but even simple things such as making sure the audio engine is on (it will turn off).
Just take it easy and slow. Don't expect to learn 3 or 4 arts/sciences all at once and quickly. And it probably won't suddenly snap into place, but is a gradual coming together. I always think of photoshop and adobe stuff - I've been using it for years but not enough for it to become second nature. I know how to do certain things OK, but it always has me scratching my head to do other, simple things. If you come from photo stuff, many of the computer conventions are completely different.
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