If you are using an external synth, all you have to do is connect the audio output(s) from the synth to the Line Input on your soundcard. Then insert an audio track, set the input to the soundcard, arm the track and press record. The MIDI track will play through your synth (I assume you have that hooked up properly) and Sonar will record the output of the synth on the audio track. That how I had to do it for many years until softsynths were invented.