Quickest way to save each track to a seperate file is use 'Track - Save track to file'. Audio will save to wav files and MIDI will save to mid files. If RB asks if you want to keep silence at the beginning, say Yes. That way the tracks will line up if imorted to the beginning of the song in Sonar.

However, I think drag & drop would be better and faster if you figure that out.

I do not work here, but the benefits are still awesome
Make your sound your own!