I think you really need to get a book on the basics of MIDI, audio production, and DAWs. From your questions, you seem to be jumping into the middle without learning the basics first. A lot of your questions that you've asked in the forum can be more easily answered if you had a fundamental knowledge of how these things work.
There are a lot of good books that can give you both basic information and detailed usage of Sonar.
The Sonar Power series books by Scott R. Garrigus come highly recommended. He only has written as far as Sonar X3 Power, but I believe you said you're using X2, so you should get that book, it explains the software and also gives you general concepts of DAW recording and audio production. There's also a lot of free information available on the Internet, just do a Google search for "tutorials home studio, DAW, audio production" and you could literally spend weeks reading learning material that is essential if you're going to be working with MIDI and Sonar.
In order to use Sonar properly, you definitely need to have a beginners understanding of audio production. Even with professional recording engineers and producers, there is still a learning curve for Sonar. But they understand the general concepts of what a DAW (hardware and software) can do, so it's easier for them to get started.