Yes, please invest some time to go through the tutorials. There are basic concepts for settings, normal audio and midi recording, and lots of other stuff. These may seem like a waste, but the information in them is well worth spending the time.
In addition, many folks in the forum get a bit chippy when someone asks questions that are present in even the most basic of tutorials.
To insert an audio effect on an audio track, you can right-click in the FX bin for that audio track, then click on the steps to insert an audio effect, then pick one, then configure it once it gets inserted and its property page opens.
But again, PLEASE do the tutorials. Sonar is easy to putter around in, but it is a really powerful tool and while you may figure some things out without studying a bit, you will not even come REMOTELY close to good with the product - so grab some popcorn, a notepad, and kick back to the videos.
I would also point out that there are some FABULOUS books and videos for sale that really do GREAT justice to explaining most functionality of the product. You can I believe review the table of contents for some of them. I am not sure if there are any X2 videos or books completed yet, but keep an eye out for them. I have owned prior books before and was very happy with their content.
Bob Bone