what is the file format for the audio you are trying to import? I know it is on a CD. but what kind of files are they?
Good question. Are they from a commercial CD which means they are CDAs which need to be ripped to WAV files, or are they MP3 CDs which are data disks and the MP3 files should be dragged and dropped to an audio track in Sonar, or are they WAV files, but not Broadcast WAV files and they are being placed way far out in the track and you're not seeing them?
Edit: If you can't import any audio files into Sonar, then it seems to me that there's a problem with your Sonar X2A install. I would reinstall it. Did you install Sonar X2A to the default folders or to another drive?