To my recollection, .wrk files were from Pro Audio 9. Sonar changed the file designation to .cwp.
Either way, Sonar 3 can open and read them. However, once you resave them in Sonar 3, they can no longer be read by the original version that they were created in. Cakewalk recommends to make a back-up copy first.
I don't understand your question of "how." The answer is you just open them.
Perhaps (if they are .wrk files) your problem is you did not associate these files with Sonar 3 when you installed S3. That simply means if you double click on them, Windows does not know how to open them. It probably also means that Sonar does not display them from the open file dialogue.
You can open them by going to the file and double-clicking on it. When Windows asks what program to use, just select Sonar 3 and click the check box for Always Use This Program.
I don't know if that will fix them showing up in the Sonar open file dialogue however. For that you might have to resinstall Sonar. Maybe someone else knows how to do this.
Mike