The channel strip plugins will not work. However, Overloud has a special offer for Sonar customers where they provide VST versions of the PC effects Breverb, Rematrix Solo, as well as a version of TH3-Cakewalk Edition which is not tied to Sonar.
A number of plugins are in DX format, which means you will not be able to use them in SO without an adapter. There is a thread about how to do this on the CW forum. These plugins include Pentagon, PSYN, TTS-1, Roland GrooveSynth, the Sonitus suite and a few others.
Almost all of the other plugins are VST, and most are not tied to Sonar. Blue Tubes and the Adaptive Limiter would be two exceptions.
If you are wondering which ones are VST vs DX, you can see them in the plugin manager.