MIDI tracks need to be routed to a virtual (or external) instrument to make sound. The output of a virtual instrument (VSTi) is an audio track in your project, that can be routed to a physical audio output in your audio interface so you can hear it through your monitors.
When you open up a General MIDI file in Sonar, it should insert the TTS-1 GM synth with the MIDI tracks already routed to the necessary GM sounds. In order for this to happen, ensure that you have no MIDI outputs selected in Sonar options.
Routing path: MIDI > VSTi > audio
If the MIDI file is not GM, you may have to set up the synths and sounds you want manually. You can select any VSTi synth plugin and preset available for each MIDI track.
Once you have the synth tracks assigned, you should be able to press play and hear the sounds being played back. When this is working, you are ready to create audio tracks from your MIDI.
Freeze Synth - Audio from a soft synth is bounced and placed on the synth’s track. Output from the synth is disabled, as is the effects bin on the synth track.
https://www.cakewalk.com/...mp;help=Mixing.23.html Direct Synth Recording - Introduced in Sept 2015 - Thanks to direct synth recording, bouncing is no longer necessary to convert a virtual synth output into audio because you can now record the synth audio in real time.
https://www.cakewalk.com/Support/Knowledge-Base/2007013427/SONAR-2015-Ipswich-Update-Notes