You never know if it is a dumb question until you ask, and then it is too late. Of course, if you don't ask you'll never get an answer!
The task bar midi icon isn't blinking which means SONAR isn't getting a signal. SONAR puts that blinking (or nonblinking, in your case) icon there for just such use.
IF you have just installed SONAR you need to set the midi up, just like you have to for audio. Options>midi, I believe. There should be a list of all the midi drivers on your computer. IF your keyboard is a USB controller it will most likely need the drivers and associated software installed - if you don't have the disks you can usually go to the manufactorer's site. Once the driver is installed SONAR can see the driver and use it.
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