I use the simple SFZ player included I think in all recent versions of SONAR, by defining a SFZ file in a text editor that maps MIDI note or key numbers to samples. Drag the sample (s) you want to use into the folder. Create a folder for the samples you plan to use. Here's a suggested procedure for getting started with SFZ files.
All the opcodes (commands) for the 1.0 version of the SFZ spec are listed and described on Cakewalk's web site.