I master (small "m") inside the Sonar DAW. Some like to export it and master from there in a new project.
If the computer has the power to run the project with all the synths and mastering plugs and not give problems such as latency and other noises, certainly, you CAN master inside MC6.
By the time I get to that stage, all the synths have been bounced to audio tracks so that lessens the CPU load. I pop the mastering FX into the master bus, and the sub busses and even individual tracks as needed and mix it.
I like doing it this way because if I find, after adding compression or EQ to the master buss, than now, something is a tad too loud in the guitar buss..... (can a guitar ever be too loud...really? )... or to quiet, or too much reverb..... I do not have to jump back to another project to fix it.....I simply adjust the guitar track and keep mixing.
So yes, if the computer can handle the load, this works just fine.
In reality, I start my mastering at the very beginning as I am recording the first tracks. Begin with the end in mind.