recording yamaha styles and voices in sonar

short answer YES - any sequencer will record audio from any instrument that produces audio output. as long as that is your true question, you simply connect the output of the dgx up to the input of your soundcard, select the input of the soundcard as the input for the track, arm the track and record, then play your styles/performances into the sequencer as audio.

if you're asking if it will send MIDI data to Sonar - then that's a different question and one that can't be answered directly by anyone who doesn't own the same keyboard as you do. it's completely dependent upon the keyboard and whether or not it will send all of the MIDI data to the sequencer or not and is completely independent of Sonar. I'm certain that it will send MIDI data on notes being played, but not all keyboards will send style MIDI information and if it does, you have to figure out from the keyboard's manual exactly how to accomplish it. most will, but not all.

but also if that's what you're really asking, then there's more to the question than that. you're not going to be getting the SOUNDS of the keyboard that way - only the MIDI data. whatever softsynth you use is what sound you get. or you can record MIDI and then send it back out to the hardware synth and route the audio back into sonar to get those sounds also.

yes, if you want the actual sounds of your keyboard you have to record audio from it, not MIDI, or you can record MIDI, but then to get the sounds of the keyboard, you have to route the output of the track back to the keyboard MIDI input and then send the output of the keyboard to sonar on an audio track input.

does your keyboard not have a LINE OUTPUT - maybe even a STEREO LINE OUTPUT? that would be better than the headphones output.