Some folks use Simple Instrument Tracks, which are a Sonar hybrid combination of midi data and audio data both living on a single track.
Others use separate audio tracks and separate midi tracks - this is what I do.
I think it is easier to get simple instrument tracks up and going in a project, but I think you can do more by using dedicated separate audio and midi tracks. In virtually every project I create, I have instances of soft synths that each can handle multiple audio outputs, as well as produce sound on multiple midi channels, so a single instance of say Kontakt 5 may have 4-5 loaded instruments (piano, organ, strings, bass, Rhodes), with each instrument going to its own stereo output channel, and each instrument being set to a different midi channel. You just cannot do all that with simple instrument tracks - to the best of my knowledge, so I just never use them.
The rest of my comments pertain to the use of separate audio and midi tracks, per the above comments.
In Sonar, you have some 'dots' to connect, in order to get a soft synth producing sound you can hear. Those 'dots' are: a soft synth in the synth rack, an audio track, and a midi track. HOW you connect those dots is through audio and midi routing assignments.
So, here is a basic example of loading a soft synth into a new project, and getting it to where you can hear sound produced by it in Sonar:
1. Start a new project in Sonar, with the Normal template.
2. Load Dimension Pro into the synth rack - for purposes of this example, when the Insert Soft Synth Options dialog box opens up, remove the checks from all the boxes in the section called 'Create These Tracks'. (There is a dotted line around that section). We are going to add these manually for purposes of this example. You can leave the other default boxes checked, which would be: Ask This Every Time, Recall Assignable Controls, and Synth Property Page. After you click OK, the UI for Dim Pro will open. (because we left the default box checked to open the UI after Insert).
3. Load a sound into Dim Pro - how about one of the Electric Pianos, since they use full range of the keyboard for playable notes. (some synths have smaller playable ranges, and for this example we want to keep it simple). You can close the Dim Pro UI once a sound has been loaded.
4. OK, so we have a synth and a sound ready to go, and we now have to get it hooked up to an audio and a midi track. For the moment, close the Console Pane, as we don't need it, and it is chewing up a bunch of the viewing space on the screen. There is an 'X' at the bottom left corner of the Console Pane, and clicking on that will close the Console Pane.
5. OK the Track Pane is directly above where it says Multidock. We need to add an audio track and a midi track, so right-click in the Track Pane's empty space, then click on Insert Audio Track, then again right-click in the Track Pane's empty space and click on Insert Midi Track.
6. Now we have all 3 dots present in the project. We have a soft synth with a sound, and we have an audio track and a midi track. All that's left is to connect them together. PLEASE NOTE that there are usually MANY ways to do things in Sonar, and making track routing assignments is one of those things with multiple ways of accomplishing. For this example we will make those assignments in the Track Inspector. (you could also bring the Console Pane back up and do them there)
7. In the Track Pane, click on the '1' for the first track, which would be the audio track. This will highlight that track, bringing it into focus for Sonar.
8. Now, Sonar's default normal template have the Pro Channel displaying in the Inspector Pane to the left of the Track Pane. You will notice the ProCH is lit in blue. Click on that to turn off the Pro Channel being displayed at this time, and when that closes you will see the Track Inspector displayed in the Inspector Pane, which is what we want.
9. Since you brought Track 1 into focus, you will see the channel strip for Track 1 at the far left of the Track Inspector, and the Master Bus just to the right of it. We will be making the routing assignments in the track's channel strip. The audio track Input/Output assignment buttons are at the bottom of the channel strip. Click on Input, since we need to send audio to the track, from Dimension Pro. This will open a selection list, from which we can choose which available audio signal to be sent to this audio track. Hover your mouse over Dimension Pro, and that arrow on the right side will expand, showing you which audio outputs from Dimension Pro are available to choose from. Choose Primary Output: Stereo. The Output assignment for this track can be left alone for this example, since it is simply routed to our Master Bus. (later on, you will begin to get more sophisticated with track assignments, and will likely route some tracks to different buses, such as a Drums bus, or even a sub-bus to that, such as a Toms bus, which itself gets routed to the main drums bus, etc... - we aren't doing any of that here).
10. OK so your audio track routing is all set. In the Track Pane, lick on the big 2 for Track 2 and that will put that track in focus. Since this is a midi track, in the Track Inspector, you will see the channel strip for this track on the left side, and more midi options for the track on the right side. We just need to look at Input/Output for this track for this example. Leave Input alone, since it defaults to Omni, meaning it will accept midi input data from any midi triggering device/method. Sonar did us a favor, by assigning the midi Output to the first soft synth it finds in the synth rack. When you get more than one soft synth into the rac\k, and are working with more than a single midi track, you won't want your Piano midi track assigned to the wrong synth, so you have to pay attention and manually change that default assignment. To do so, click on Output, and make sure you click on the desired soft synth. (again, for our example it is easy since it is only Dimension Pro).
OK, so now all of the dots are present, and all the routing assignments are made, and you are pretty much ready to try it out.
This will make more sense when you get multiple audio/midi tracks present in your projects, and multiple soft synths in the rack. To hear the sound of your soft synth, you need that synth's associated midi track to have its Midi Input Echo button turned On (lit - blue color).
Since we have the midi track in our example already in focus, Sonar - by default - automatically turns Midi Input Echo to 'On' for the midi track that is in focus, so you should see that to be the case here. If the midi track was not in focus, click again on the 2 for Track 2 to bring it back into focus, and Sonar will turn that on for you. (you can also turn this on/off manually, so if you wanted to hear multiple midi tracks as you played on a keyboard, for a layered sound, you could turn on Midi Input Echo On for multiple midi tracks).
Sooooooooo, play some notes on your midi controller or keyboard, and you should hear sounds from the loaded instrument in Dimension Pro.
Please give the above a shot and post back, it's a lot longer to explain than it is to do - sorry for that.
Bob Bone