RE: Please, A Simple Tutorial of how to use Cakewalk Publisher.
+1 on the need for better documentation. IMO it's the least well documented feature of Sonar. It also feels like an early beta test release, in that it is somewhat clumsy and inelegant to use.
Assuming that you already have a hosted website, for sure, you will need to know the FTP particulars of your web hosting arrangement to get this to work at all. Once you find out the details from your web host, you should be able to complete the host configuration (oddly, this is accessed by pressing "Options" in Publisher).
Some of the labeling is a little confusing, so follow the instructions in the Publisher help carefully. The thing that threw me was that the "Media HTTP Address" says "where your [files] will go" but actually it is the address where your web site will find them after the transfer by FTP. Use the "Test ..." option to make sure that at least you can communicate by FTP.
Unless you already have an FTP utility, you might also find it useful to get hold of FileZilla (or similar) because Publisher provides no facilities to inspect or otherwise tinker with the end result on your web host. Because of the lengthy upload time to transfer a longish playlist, I prefer to edit directly via FileZilla if I need to make minor changes - say I spot a mis-spelled song title or something.
Also, bear in mind that the end result of a successful publish cannot directly be viewed by a visitor to your website. You will need to create or alter a page on your website to embed the reference to the player and the MP3s and pics that you have uploaded. This can most easily be achieved by copying and pasting the HTML code snippet that appears in "Configure Players" into the appropriate web page.