If you mostly record short clips, why don't you keep one project file only and name each individual clip? Or even on track per clip for that matter.
Or perhaps a few project files - one for each style or sorted in BPM.
I'm not aware of any feature in Sonar that allows you to preview a project file. You would have to open the project and play it.
But you can preview that audio files that you record from Sonar's browser.