I don't know why anyone would try to help you with your grouchy, cynical attitude. Lighten up. We don't work for Cakewalk.

I've been using Cakewalk and Sonar for at least 10 years and its a great program, but like anything worthwhile, there's a learning curve. It you just want something to just plug and play, download Audacity for free.
Have you even looked at the Getting Started guide or the Help Menu? You also didn't mention what version of Windows you're using and whether it was 32 or 64-bit..
Since you're using the built-in sound chip on the laptop, you should set the driver mode to WDM or MME. I doubt it supports ASIO mode. To get the best results with Sonar, you should invest in an audio interface. Your computer is marginal to run this program.
Go to Preferences - Audio - Devices and make sure your built-in sound device is selected. Probably Realtek or some other fifty cent sound chip.
Sonar has lots of instruments called softsynths. Click on Insert-Softsynth and select the TTS-1. Its easy to use and I'll bet it sounds a lot better than the Yamaha.
If you have a MIDI file (or load one of the Tutorial files that come with Sonar), set the output of the MIDI track to the TTS-1.
Hit play and you should hear something assuming your soundcard is setup properly.
Can you play audio files? Drag and drop a WAV file onto an audio track and see if that works. That will tell you if your soundcard is setup properly.
People in these forums do try to help beginners out, but you need to cooperate and show at least a halfway decent attitude. Please.