It's common to have a bussing structure set up, which includes a Master Buss to which all your other tracks feed their outputs into.
This is done either directly at track level or vi a sub-buss such as drums, keys, guitars, vocals etc.
Tracks------------------------->Master Buss
Tracks--------Sub-buss------->Master Buss
The point being that NO track should feed directly to your soundcard/interface/main outs (these are all terms for the same thing)
So continuing the above them, the full routing would be:
Tracks------------------------->Master Buss-------->Main Outs
Tracks--------Sub-buss------->Master Buss-------->Main Outs
Busses can also be used as "Fx Returns" where a given Fx plug inserted into an Fx buss can be used to share it's effect between ant number of track
sends Just remember that YOU have to insert any busses manually - including the Master buss - Sonar won't do it for you