The good news is you can get a really cheep one in the form of a Creative Labs Soundblaster live 5.1 for about 50 bucks new and a lot less second hand.
Is it top of the line...well no,
will it do the job... yep
is it cheep..yep !!
Or you can use a soft synth (many $$$$) or you can use an external midi device (like a drum machine or a tone generator) if you have some sort of midi port (usb midi ports start at about 30 bucks)
You should be able to here Wav files if you have a working sound card. If you can play like mp3s using other apps then it is just a matter of configuring Sonar to the card.
My instructors page and www.studiotrax.net for all things recording.
my toons Brought to you by Dr BadGAS
my toons Brought to you by Dr BadGAS