This will provide you with "options"
You can now connect the keyboard Midi out to the Midi in of the Studio 6, and the keyboard Midi in to the Studio 6 Midi out.
Connect the USB out of the studio 6 to your computer and you'll be good to go.
The studio 6 should show up in Sonar as a USB device. Disable anything else that's showing up & make the Studio 6 the default.