Sorry this is a bit vague however I recently got rid of SONAR.

To bounce / export you need to convert the Midi to audio after assigning an "Instrument" to each midi track / pitch. The ease of this will depend on several things not least how good your sound card is and wether it has a polyphonic midi synthesizer (sound module) built into it.

This is easy with GM type sounds but harder if you are using a non-GM external sound module (like a Boss DR770 drum machine).

If you are using an external sound module you will need to re-record the midi as audio, mix and bounce (export).

Have you checked out the midi tutorials in the Help section of Sonar ? You may find a very detailed answer there.