The audio has a different duration (Absolute time), or it does not fit in a given bar grid?
You set the same project tempo, the same as you had in Sonar, and the move the file to the bar you want it (unless you recorded the file as broadcast wave file, with timestamps in it, which would allow you to automatically place it to the origin position, if you have the same timecode settings in Sonar and Cubase.
Or you could use the Timewarp tool.
Which Tempo? Project tempo or audio clip tempo? Both is explained in the manual