First you must have Sonivox configured as a soft synth and not an audio plugin.
To do this in Sonar, go to Utilities > Cakewalk Plug-in Manager and click on VST Audio Effects in the left pane, then Vocalizer in the right pane. Click the “plug-in properties” window, then check the box that says “configure as synth”
Next you can insert the plugin as a soft synth on your vocal track. This will not work if you use the Insert> Softsynth menu. Instead, right click on your plugin insert window on your audio track and insert it from the soft synth menu.
Next, create a MIDI track and set its output to “Vocalizer”. If you play your audio back you won’t hear anything until you create a MIDI sequence on the audio track, so be sure to use your MIDI controller to record a sequence first.