hello again , I was wondering how to delete or change volume on  a single midi note by using the delete tool in the edit section , I need to delete a single midi note or 2 , but by using the erase tool will delete the whole track , also I wanted to change volme as well on a single note , I was able to do so in the piano roll but not any more 

Open Piano Roll View where you can then see all of the midi notes individually.
You can then either use the delete tool or just highlight the note in question and hit delete key on keyboard,
or
when using the smart tool right click on the note.

Make sure you haven't got all notes selected in PV. If you have, deleting one note will delete them all! Use the control panel in PV to adjust note volume/velocity.

What I do with volume is hover the note in PRV until you get the velocity edit cursor. Now drag the mouse down and the velocity will be lowered.. super quick and easy, do it a million times a day. Make sure you set your view so you can see the Controller data lines. I like it in the lower view, not overlapped. 
 

 
https://www.cakewalk.com/Documentation?product=SONAR&language=3&help=EditingMIDI.15.html
 
 
It is also good to understand the differance between volume and velocity. 
Volume is pretty obvious, but Velocity is more complex and on many VST's can effect the timber of the sound. This is done through using Multi samples and whatnot.  It will make a note softer or loud or even harsh. - Example hitting a piano hard is a different timber than hitting it softly.  Around 100 is a safe bet for most midi notes.
So differances in velocity is what we want to make a track more realistic. The dynamics and timber changing the  sound is way more natural than having the volume level go up and down. 
 

Hey Tony -
 I would recommend getting used to using the smart tool, you can do most all functions with it without having to change tools constantly.
 I am assuming you are talking about velocity, not volume.
 
To change velocities in Piano Roll View with the smart tool:
1) Click a velocity bar & drag up or down.
2) Lasso notes using right-click & drag either in the notes pane or controller pane. This 'selects' notes to be edited. From there you can adjust selected notes only by dragging a bar up or down, or delete, or cut or copy. etc.
3) Use method described by Cactus in post above.
 
By default, SONAR shows one controller pane which is Velocity.
If you want to control Volume, you must add another controller lane & choose 7-Volume.
As Cactus mentioned, volume & velocity are different.
 
Hope this helps, happy Friday 

hello cactus and anonymungus I cant figure out , so I am on piano roll view which is on the bottom and note/velocity is selected , smart tool is also selected and if I drag one of   the vertical bar all it does is adding new notes ,or if I drag the note it changes to a different note depending where it land ,  but I cant get the velocity to change   , happy Friday to you guys 

The smart tool is amazing but takes some practice to get it working with your hands ( and brain) 
 
Read the documentation I posted above. I'd only be repeating what has already been writen there. 
And best to make the piano screen full screen when editing. Most of us have 2 monitors for ths reason and our default is the floating views open full screen there. But if you only have one monitor use the widows maximize screen icons.