New to sonar home studio... have a project set up with an existing midi song on it. A number of tracks. How do change the instrument from what it is to another instrument and where can I get a choice of instrument/voice ?

Welcome to the forum. Hopefully in the last 5 hours you've found the Tutorials and worked through them. They cover all the basics.
In the MIDI Track Pane, when expanded, you should see options for changing the patches (instrument sounds), as well as volume, pan, channel, et cetera.
What are you using to make sound? The computer's sound card or do you have an audio interface designed for recording, as suggested by Cakewalk?