Connect your audio interface's secondary outputs (e.g. 3 & 4) to you headphone amp's inputs (e.g. 1 & 2).
In Sonar, the routing is flexible, but in the end you need your headphone mix going to outs 3 & 4 (in this case).
As an example, create "Sends" from tracks/buses to outputs 3/4 (or to a bus outputting to 3/4, rather than master). You then mix the headphone mix with those Send levels. The Send levels only affect outputs 3/4, so your main monitor mix is unaffected.
You can even repeat this process on outputs 5 & 6 (to inputs 3 & 4 on the headphone amp) to have a completely different headphone mix playing simultaneously (guitar player can have loud guitar/drums/vocals, while drummer can have loud bass, etc...)