I would have to say after reading this, that creating tracks in Sonar may not be as straightforward for new users as some other products. If you have not yet walked through the tutorials in the Sonar documentation, now is a good time.
https://www.cakewalk.com/...t=SONAR&language=3 Here is the TL/DR;
Sonar has three types of tracks...
1. MIDI
2. Audio
3. Instrument (this is actually a combined MIDI/Audio track)
You can split an instrument track into it's separate MIDI/Audio tracks by right clicking on the track in track view and selecting "split instrument track". That will result in the two tracks becoming visible. It is worth doing this at least once, so that you can see how the MIDI routing options, and the audio routing options differ. You can work either way that you prefer. I find that using an instrument track reduces clutter and makes it easier to insert and use soft synths.
A virtual instrument has both components. It needs to receive MIDI data, and it needs to output audio. The instrument track combines both into one track in the track view.
If an arpeggiator plugin can be inserted as a VST instrument, then that is the only thing that needs to output MIDI. This was discussed earlier and should work as described.
The target instrument that you want to play the arp sound with just needs to be setup with the arp instrument as the MIDI input source. This can be accomplished using either the combined instrument track, or the split track approach. Any active MIDI source should be visible in the MIDI input dropdown menu of any inserted instrument.
If your arp generator VST is inserted as an instrument, you should be able to trigger it with either a MIDI pattern in that track, or an external MIDI controller that is routed to that track.