OK - perhaps it is not being seen because you have a non-ASIO Driver Mode specified in Preferences, such as possibly using WDM drivers for the Windows on-board sound.
Fire up Sonar, hit 'ESC' to close the Quick Start dialog box, and then hit 'P' on your computer keyboard to bring up the Sonar Preferences dialog box.
Navigate to Preferences>Audio>Playback and Recording, and look at what is specified for Driver Mode.
If it isn't set to ASIO, you will likely not be able to see your interface show up in Devices. IF this is the case, you can't simply change the Driver Mode yet to ASIO. First, you have to go back and remove the check boxes from any enabled Devices, so navigate to Preferences>Audio>Devices, and remove the checks from any enabled devices. THEN, go back to Preferences>Audio>Playback and Recording, and you should now be able to change Driver Mode to ASIO.
Once Driver Mode is set to ASIO, if you go back again to Preferences>Audio>Devices, you should (hopefully) see your audio interface show up and be able to be selected. (IF your ASIO drivers for the audio interface are installed in Windows).
I hope I have explained the above well enough to be followed. Please let me know if I melted your brain, and I will take another stab at explaining it.
Bob Bone