Welcome!
The SONAR manual has (still has?) about 1500 pages. There's a lot to read and study, and tutorials to go through, no need to watch videos ;o).
Asking someone on the forum to "teach me SONAR" is a little too tall order. Basically, though, you check that you have a decent soundcard (the integrated ones are more like a headache)with good drivers (preferably ASIO, ASIO4ALL or WDM may do also), and plug in the mic/guitar or MIDI keyboard (and insert a sof synth for it) and start making music.
Your Record and Playback timing master (in Preferences) has to be your soundcard, and Input/Ooutput drivers something like "yoursoundcard ASIO".
Study the basics by doing the tutorials first. Then ask specific questions and you'll get help here, for sure.