I sometimes use the MIDI controller merely to write the data on the piano roll on the Fantom soft synth track. Other times, I just write the data directly onto the piano roll. Either way, the MIDI data there. When I play it, the VU meters respond to the signal but the audio is not coming through any audio track. Yes, Fantom VS (VS700) is in all four of the boxes and input echo is on.
In my limited experience with prior Sonar versions (8.5 and X1), I was able to do this.