very new to sonar and computer music

I am extremely new to computer music and really havent the slightest clue about any of it. I have a compaq with all the standards and i dont think i have a good soundcard or anything like that. just a regular computer. i just downloaded Sonar and i sort of understand how to use it but it doesnt put out an ounce of sound. i have a feeling that it has something to do with midi output. but im not sure. if someone could help that would be awesome. A second inquiry is that i got the stripped down version of sonar and was told to go to the cakewalk site and download everything that it doesnt have . that would be dandy except that i dont know what it doesnt have. does anyone know what is meant by stripped down and what i should get and basically i just need to know how to get this ball rolling so i can experiment and such. thank you