I've been wanting to use a MIDI keyboard for input for a while, rather than drawing in MIDI data.  Luckily, so it seemed at least, I had an old keyboard, a Casio CTK-731 with MIDI out ports.  So I bought myself a MIDI to USB adaptor on Amazon and thought it would be simply a case of plugging in and selecting the input.....
 
Not so simple it seems.
 
I've tried following the guides online, but they seem to be based on very old versions of SONAR and the options don't quite tally up.  I've managed to find the device, as far as I can see in the Options menus, however I still can't figure out how to make key presses on the keyboard end up as MIDI data within SONAR.
 
If anyone can please help with an idiot's guide I'd be extremely grateful as this has basically stumped me completely.

Which variation and version of Sonar do you have.  Can it be assumed that Preferences | MIDI | Devices has your USB to MIDI device listed and ticked.

Make sure the MIDI out of the Casio is connected the MIDI in of the USB to MIDI converter.

Also can you make sure you know which MIDI channel your Casio is transmitting on. Mind you, this may not be necessary if Sonar is set to Omni in (meaning it will trigger no matter what MIDI channel the Casio is set to)

Can you insert a Simple instrument track (Menu | insert | soft Synth). Also, once you've done this, open up the inspector and look in the MIDI inspector for this track and  check the In / out. Make sure the input is set to your MIDI to USB interface.

Note: I am also using  USB to MIDI converter (Roland Um1 mark II) - but I use it to transmit from Sonar Platinum to an external Sound Module that receives on actual 5 pin MIDI ports.

Hope that gives you a step in the right direction.

Wow, it seems as simple as that.  I had the "in" plug in the "in" socket and vice-versa.  Turns out it's supposed to be the other way round.  How are idiots like me supposed to get this???!
 
Thanks so much, never imagined it would be as easy as that....!

Oldest trick in the book. Most of us old timers always will ask that because 90% of the time midi newbies take the port markings verbatim. 
But then I've had the same issue with keyboard players who when handed a patch cable plug it into the input thinking along the same lines.