tracks assigned to silent hardware

All you need to do is reassign the tracks or buses to the hardware you have set in your preferences. Then save the project and the error wont pop up.   

The Windows Sound applet is used mainly to set where Windows' bleeps and bloops go, and apps such as WMP and web browsers. It is not necessarily related to SONAR - other than as a convenient way for you to find out what hardware devices Windows knows about.
 
Only devices listed in the control panel applet are available to SONAR. However, SONAR can send data to any of them. You can, for example, tell Windows to play its own sounds through the Realtek and still have SONAR go to your external interface. Or, like me, you can completely disable the Realtek via Device Manager so that it's invisible to Windows, to SONAR, and to any other audio application. This assures that all audio gets sent to my external interface, from music projects to YouTube videos to video game explosions.
 
The way most people configure SONAR projects is to have all tracks and sub-busses ultimately end up at one master bus, which itself is routed to your audio hardware. (The exception would be if you needed alternate outputs, say for headphone mixes.) You can quickly verify that all your tracks' ultimate destinations are the master bus by muting it, which should make everything go silent. This will avoid most "silent bus" notifications, as long as that master bus is routed to a legit destination.
 
(There are rare occasions when you intentionally want a silent track. For example, you might have a track whose sole purpose is to feed the sidechain input on a compressor but otherwise be silent. But for most projects, every track and bus' final destination should be a master bus that is routed to a working audio hardware device.)
 
So if you get a "silent bus" warning, re-check the routing for each of your busses. Make sure none of them are set to "--- None ---" under the Output dropdown list.