Patience please "Our" dear fellows and drop the attitude or help diminishes rather rapidly from those most able to provide assistance.
It appears your understanding of the use of VST is not quite there yet so that is likely compounding your problems. The best advice I can give you is to create a new test project and step yourself(ves) through the primary steps to get a better understanding of what needs to be done. It would appear to me that you have use a "Simple Instrument track" which is likely the most confusing way to start out as it is not simple and can definitely add to the confusion of separation of Midi and Audio.
Try the following:
1. Create a new test project (normal template is fine)
2. Insert - Softsynth - Cakewalk TTS1
When the insert box comes up select following boxes: Midi Source, FIrst synth Audio output, and both boxes at the right (Property page, rack view) Leave the ask everytime box checked at the bottom)
3. You now have added a Midi input track and an audio output track. Under the track view menu there is a clock/measure display and to the right of it is a drop down menu that says all, custom, mix etc.
Select all.
4. Expand the track header of the midi track(it will say Cakewalk TTS -1 with the midi plug symbol) with the double up arrow. Adjust the width of the header for this process I am stepping you through so you are seeing exactly what I am describing in the same way. To adjust the header width hover your mouse on the left side of the divider piano keyboard and drag to left so all the boxes(input/output/channel etc are all in 1 vertical column. (drag down the bottom of the track/bus divider if you are unable to see all the boxes. Then double click in some blank grey area of the header to expand the header to maximum size.
5. a. In the first box under the volume, pan and velocity slider is the input box. Insert your midi keyboard/controller.
b. The next box is the output. It will say Ckwk tt11. (this is where the input from your midi keyboard(or an importedmanually created midi track) is being sent for interpretation by the VST from midi data to audio.
c. Next box is your channel select. Enter 1.Cakewalk tts from drop down menu. (With the TTS1 you have 16 channels you can select from)
d. Bank is the next box. With the TTS you can leave it at ---.(The various bank options listed affect what instruments are available in the next box. Each VST has different paramaters/methods for accessing instruments and this box and next may be irrelevant for many VST)
e. Next box is patch. You will have a drop down of instruments available. Select Acoustic bass from the top of the middle column. The first column in the TTS GUI should now say Acoustic Bass.
6. Turn Echo on )))) (right next to the red record button) This is what allows your Keyboard to be heard through Sonar via the TTS VST when you play notes on the keyboard.
7 Arm the track(The red button)
8. Hit the record button in the control bar and record something. You should be seeing midi notes being entered and hearing what you are playing and it should be an acoustic bass if everything was followed correctly.
So you now have recorded some Midi data. Rewind hit play and it should play for you.
Let us assume now that you have completed editing and you want to create an audio rendering of what you are hearing, which is really at the center of your question.
1. In the second row in the Midi track header between the W and A is a *. Hit that and it will convert your Midi data to Audio via the CW TTS and write it to the other track that was created initially. This is what is referred to as "freezing the synth" , "Bouncing down to audio" and is the simplest way to achieve it. It can also be accessed via the synth rack. This instance of the VST will no longer play as it is "Frozen" and converted to audio.
2. Now take a look at the other track you created at the outset, from the "First Synth Audio output" box, and now called Cakewalk TTS with an audio symbol on the track. There should now be audio data written in the audio track.
If you got this to work then you now need to apply this to the project you are working on.
if you have existing midi data (that in not simple instrument track) then insert a new synth but do no check the midi source box as you already have the midi track. The rest of the process is based on the above.