Don't give up on Sonar. They had to skip including a lot of stuff, because otherwise folks would be able to download the trial version and grab a bunch of stuff that was not intended to be given away for free.
There are a number of free instrument and synthesizer plugins available on the web, which you could use to continue going through the tutorials.
Check out
www.native-instruments.com and look on that site for the free 'Players' modules. One of these is a stripped down version of their flagship sample player, and while it does not have the zillions of sounds you would get with the full version, the sounds it does come with are still quite good.
Other folks can add some other free ones that are also pretty good (thanks forum folks). If you are running 64-bit Sonar, you might want to try to find free 64-bit versions of free plugins.
As you run through things, post any questions here on the forum, and you will find folks pretty willing to try to help you figure things out.
Welcome to Sonar, and welcome to the forum community.
Bob Bone