If you have your driver mode set to ASIO, it will not show up, because it will only display drivers that support ASIO.
If you really want to point to your on-board sound in Sonar (which I don't recommend), then you either have to remove the checks for your audio interface and then change driver mode to WDM, or you have to first change the driver mode to WDM - it has been soooo long since I have specified anything but ASIO I just don't remember which way you do it. But one of those two ways should do it (although again I don't recommend it).
Sorry my brain got as old as the rest of me,
I normally have Sonar and other high-end music applications the only things that access ASIO and the audio interface, and I have my Windows default audio device set to the on-board sound.
That way, I can have the best of both worlds. I don't ever have conflicts between applications trying to get at the ASIO drivers of the audio interface, and I can play songs in Windows Media Player or YouTube at the same time I am working in Sonar.
Bob Bone