Like Jimbo mentioned, Sonar isn't really the thing for doing video, but it works well for scoring music and sound to video. If you have a video, you can use it, or better, a proxy of it, so that you can create music that is synchronized to that video. However, you'd then export the your music and take it into Vegas so that you can produce the final finished video there.
Now, if you already have your music produced and recorded, you simply take that as audio directly into Vegas, and produce your video from there.
I'm a long time Vegas user.