In Sonar, on the audio track where you have GR3 inserted as an effect, make sure the Input on that track is set to the input on your interface. If you arm the track for recording and play your guitar, you should see the level meters dancing. If they are, then look in GR3 and click some different presets and see if you hear them. They should work perfectly in Sonar. The demo version will let you use the effects, and hear them. I use the demo as well, and I don't have any issues when I have my routing set up correctly in Sonar.
I haven't tried to use it standalone, though, so if you are, try doing it in Sonar.
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