Open Cakewalk Sonar. Once it loads, open the "File" menu and choose "New." A dialog will appear.
Choose "Blank (no tracks or busses)" and click "OK." Sonar will create and open a new, blank project.
Open the "Insert" menu and choose "Soft-Synths." A sub-menu will appear, listing the software synthesizers available on your computer.
Click on the name of the software synthesizer you want to load. If you do not have any third-party software synthesizers installed, use one of Cakewalk Sonar's built-in synthesizers such as DropZone. An "Insert Soft Synth Options" dialog screen will appear.
Choose "Simple Instrument Track" in the options dialog. Also choose "Synth Property Page," "Recall Assignable Controls" and "Ask This Every Time." A new track using the software synthesizer you specified will be created.
Double-click on the instrument icon in the new track header. The icon is on the far left of the track header and looks like a piano keyboard. The software synthesizer's interface will appear.
Click the "R" button in the track header. This will record-arm the track, making it ready to record.
Click the "Record" button in Cakewalk Sonar's transport bar at the bottom of the screen. After the one-bar count-in, any MIDI data sent by any MIDI controllers you are using will be played by the software synthesizer and recorded onto its track in Cakewalk Sonar.