Well first things first. Are you saying Maschine is not listed under "insert synth" on the synth rack menu or Insert>Soft Synth on the main menu bar so that you can't yet insert it into Sonar? Have you rescanned your plugins since you installed Maschine? Do you have the folder that the Maschine vst plugin is installed in set in Preferences>File>vst settings>vst scan paths? Check those things first to get Maschine available to insert into Sonar, then I can help you get going. There are a few ways you can work. You can do all your programming, patterns, and scene arrangement inside Maschine and just slave it to playback with Sonar. You can do all your MIDI programming in Sonar MIDI tracks and just assign them to control Maschine sounds. You can do some combo of those two. You can program inside Maschine and then drag and drop MIDI patterns directly into Sonar. You can program inside Maschine and drag and drop audio directly into Sonar (it renders on the fly, pretty cool). Or you can program patterns and scenes inside Maschine but not arrange them, and trigger scenes via MIDI from Sonar.
Anyway, once you sort out getting Sonar to actually see Maschine, I can help you with setting things up. It's not hard, but there are a couple of "gotchas" to look out for.