OK - for a soft synth, there you need:
1. Inserted soft synth, with some sort of loaded preset (some have a default sound, others you have to load one to hear anything)
2. EITHER a simple instrument track (combined audio and midi into one track) OR 1 audio track and 1 midi track.
3. IF you used a simple instrument track, then you need to set the input to the soft synth's audio output channels (primary stereo), and the output of the track needs to be set to go to the soft synth itself. These settings will send any midi events for that track to the soft synth for processing, and the audio outputs from the soft synth will then get routed back to the audio input to the simple instrument track.
4. IF you instead set up a separate audio and midi track for the soft synth, then you need to set the midi track Output to route to the soft synth, and you need to set the Input for the audio track to pick up the audio output from the soft synth (primary stereo), ALSO making sure that the Output for the audio track is set to route to some buss (default is Master).
5. Make sure that levels are not turned all the way down.
For monitoring, the short answer is to simply click on the track number on the far left of the track, which will bring the track into focus, and if you left the defaults alone, Sonar will automatically set the Input Echo button to On for you, and will turn it back off when you bring a different track into focus (so - no need to touch). To clarify, for a simple instrument track, there will be just the one track, so click on that track's number on the left. For a paired audio/midi track, you want to bring the MIDI track into focus to be able to hear the soft synth audio (Not the audio track - it's just how it works).
Give the above a try and post back your results. If you want the long explanation, indicate that in your post-back, and I will oblige.
Hope the above makes sense AND works :)
Bob Bone