Hi,
if you play 2 or more instruments layered, you might wish to set a note range for each of them. I figured out you can set a MIDI event filter in a "MIDI track". But it doesn't seem possible in an "instrument track".... but hope I'm wrong! 

Welcome to the forum.
I believe when using Simple Instrument Tracks, the MIDI track is not inserted in order to keep things Simple. Just the synth output track is inserted.
Inserting a synth by using Insert at the top will give you the option to Create MIDI Source Track or not.
I usually have my MIDI tracks already done, so I uncheck that option.
If you're starting a new MIDI track and want to use it with a soft synth, check that option and a new MIDI track will be created with the output set to the synth.
 

Kind of you for welcome and info.
Sonar is a very nice DAW, but for many thinks Project5 was a step over!