You are using that USB mic? Make sure the mic's drivers are installed correctly and up to date, go to Edit > Preferences > Audio > Devices and make sure it is selected. You will also want to read the manual for the mic to find out which is the preferred driver mode then select that mode in the Sonar preferences menu. You may also have to install a program called ASIO4All if you intend to use ASIO and things just aren't working.
Sound like a pain in the butt, eh? That's why I mentioned that you should get a dedicated audio interface. Doesn't have to be anything fancy. $150 will get you a two input interface that'll work fine with Sonar and eliminate a huge amount of headaches.
Also work through the tutorials in the SOnar manual. For now do what I said above to try and get the USB mic working then on the track you want to record into click the Input dopdown menu and select the mic. I have no idea how a USB mic would appear in that menu though but you should be able to recognize the name... it should match what you selected in the Preferences menu I talked about earlier.