Check to see what Driver Mode you are using in Sonar - it should be ASIO, if available. You access and maintain that setting in Sonar by going to:
Edit>Preferences>Audio>Playback and Recording
If you do change it from WDM to ASIO, click Apply to effect that change, and Sonar will internally change some other things for you, so that you can continue to edit in Preferences using settings set for ASIO.
Also, try setting the Sample Rate and ASIO Buffer Size for your audio interface to 44.1 and 128, (as a starting point) and make sure that the Sample Rate in Sonar Preferences matches the setting from the audio interface.
You may be able to access your audio interface settings through clicking the ASIO Panel button under Edit>Preferences>Audio>Driver Settings (also where you would change Sample Rate in Sonar) - if the ASIO Panel button does not open your audio interface settings screen, it is likely running as an icon down in the System Tray portion of your desktop - which is the very bottom right corner of your Windows desktop.
Also, try plugging your audio interface into a USB 2 port, and not USB 3.
As far as learning to use Sonar, there are a number of YouTube videos, Cake TV, third-party books and videos, this forum, the Sonar documentation, and Sonar tutorials, that all aim to assist you with the learning curve.
Bob Bone