I'm pretty sure Sonar will open the older .wrk files, but not the other way around (Sonar files into CW9). Bundle files should be safe to open both ways, but I'm not 100% sure on that one so anyone correct me if I'm wrong.
.wrk files do not contain any audio. If you use the .wrk files, you would need to also send the wave files. Easier if you just use the .bun files, which do contain everything.
Any effects used, will need to be present on both systems.
As noted above, you can go PA9 -> Sonar, but not the other way around.