When you export a WAVE file using the EXPORT AUDIO from the file menu item it converts the output of all soft synths into audio. If all there is is a drum track then you'll have a stereo wave file of that track.
But I'm wondering why your exporting it? Are you going to use another DAW to finish the recording?
If your using Sonar then you just leave it alone and start adding your guitar etc.. It's always best to leave the part as a MIDI track because you can then make changes as the song progresses along, The sky is the limit on the changes you can make with MIDI. But once it's an audio track this becomes very difficult and your stuck with the one sound.
A mix of MIDI and Audio tracks is the most common way to compose a song in Sonar.
When your finished to satisfaction, you export it as a wave file ( ( 44.1/16 for CD ) all the MIDI soft synths and audio will be mixed to the "MASTER" wave file.
You can also export your drum part as MIDI using the EXPORT MIDI and then open it in another DAW. This would be better than using an audio drum track too. Superior drummer should be available in most other DAWS you have on the same computer. ( I think?)