Blogman
With Maschine and Sonar you do your Maschine stuff by actually recording with the Maschine's record button inside itself running as a VST in sonar. Once you have what you need. Export the individual wavs.
That is only one way. As I said in my first reply -- enabling MIDI OUT allows the user to use the pads to record directly into Sonar. I do it almost daily.
IF one wants to create pattens/scenes, etc, within Maschine, then it is correct to do the recording IN Maschine and export to Sonar - OR just let it sync up (which it does automatically) and be played from Maschine directly.