I want to add music I've downloaded to a project.. which file-type does it have to be so it will in sonar x1 le together with music directly recorded with a microphone?

Welcome to the forum. I am not sure of audio files types that SONAR won't import. Simply add an audio track to a project, right click on the track->Import audio, and navigate to where you have it saved. When importing it, it is best to leave the checkbox checked to copy the audio to the project folder, to consolidate your work.

You may also drag-n-drop it right to Sonar in Track View and it will create the track for you. If it won't import that format it will tell you so.
 
For a list of audio file types, go to "File" -> "Import Audio" and click the "Files of type" bar.