I am watching the video's and I don't have all of the options that they show in the toolbar....is that a different version.  Like the pitch tools.
 
meh

I noticed that too . . . Until I opened the stand alone version.

The integration of Melodyne into Sonar (with the new ARA) has some of the Melodyne controls overridden by the DAW. (eg. the transport / start-stop buttons)
Like JCCody says above, when you open the stand alone version, they appear because the DAW is no longer controlling them.
 

There is a separate section in their video collection for tutorials on Melodyne Essential. There's also a separate manual.

If you're talking about the advanced pitch amd timing tools, those are not in Melodyne Essential, only in Editor (and most of them in Assistant). If you're interested in an upgrade, send Celemony a mail that you're a Sonar user and they may offer you a nice deal.

You can also trial Editor for 30 days for free.

You didn't mention what version you have so very likely you have the essential version.... some things are shut off in that version I'm sure, but I would think the pitch functions would not be....after all, that is the main purpose to Melodyne.
 
Be sure to go and watch ALL the tutorials for Melodyne because this is one heck of a useful plug in and while I tend to use the main features, some of the other things it can do and how it operates is very useful, but you need to know it's there and how to get to it.
 
In my version of Melodyne Editor, it's necessary to hover over the pitch tools to display the full drop down to get to the other functions in the pitch tool such as drift.