Once you have Sonar installed and it recognizes the UX-1, you open a new file.
You have a few things you need to work out before you can start recording. Like figuring out the tempo of the song, setting up the metronome so you have a timing reference and a couple measures of count-in. Use an audio click if you don't have a MIDI source. Next, select the sample rate and bit depth of your recording. These are found under the Global and Project tabs. 48,000hz sample rate and 24-bit depth works very well and is better than CD quality.
You don't need a metronome or click track to record in Sonar, but if you ever want to use the editing functions that digital audio has to offer you need your signal to line up in time with the measures in Sonar. Trying to edit otherwise is an exercise in futility.
Once you get that stuff selected, create an audio track and select the UX-1 as the input source. If you are recording a single microphone choose a mono input. This way you can pan your mono signal left to right. If you select stereo but have only a single input the software will only play the side you have patched in and the other side will have no signal. Dig??? So you'll only get playback on one side of your stereo setup.
Select the UX-1 as your output too, so you can monitor your signal in real time, and turn on the Echo Audio function for the selected track. Be careful with this using mics because it can create a feedback loop through your monitors. You want to echo audio through your headphones, so turn the monitors down or off while tracking and use phones.
Arm the track for recording and set your level to peak between about -12to -9dBFS. There is no need to record a hotter signal than that, and you don't ever want to go over 0dBFS because clipping will occur and it sounds like ass.
Hit the record button and Sonar will start the metronome count-in. Record the part and then play it back to see how it turned out. To record another track do the above again on a new audio track, again monitoring through phones while recording.
Note that this is the most very basic instruction here. There are a ton of other little issues to contend with, and I suggest getting the Sonar 7 Power book by Scott Garrigus to use as a guide. It's much better and easier to use than the manual, and explains how both audio and MIDI work in Sonar and how to access the myriad functions and troubleshoot some of the hardware and software problems that arise from digital recording.
Check out Youtube also for tutorials about how to use many of the functions available in Sonar.
Good luck.