General stuff...
Are they using Sonar as well? If so do they have the same version as you?
You will want to make sure the people receiving the files import them into a project that use the same bit depth, samplerate and meter (bpm's).
Their hardware will obviously have to be capable of handling higher samplerates and bit depths if you are going above 44.1k/16 bit (some interface don't handle higher settings and if their computer sucks it may not be able to process the data).
If they are using a different DAW software you should read up on OMF exports in the Sonar manual and in general.
... etc.