Place your VST effect program in a file on your hard drive. The file should be a .dll type and may include documentation, which can be stored elsewhere.
Run Cakewalk's VST adapter program, which should be installed on your system with your copy of Sonar. You'll need to select the folder containing your VST effect within the program, which will then find and recognize the effect and ready it for use in Sonar.
Open Sonar and either create a new project or use an existing project. If you choose to create a new session, you'll need to record or import audio.
Open the console view by selecting it from the View menu or pressing [alt+3]. Right click a box over an audio track within the row labeled "FX". From the menu select "Add Effects" and then "VST". Your VST plugin should be visible in this menu; click on it.
You should see the effect appear in the track's FX box. If the effect does not automatically open a box with parameters, double-click the name in the track's box. Once the parameters are visible, you can edit the effect.