Export OMF From Cakewalk to Reaper
Cakewalk (formerly SONAR) can export a project as OMF — audio only, so MIDI tracks need exporting separately.
Go to File > Export > OMF. You'll be asked to choose an OMF version — most receiving applications expect version 2.
OMF only carries audio, so any MIDI tracks in your project won't come across in the export — bounce those to audio first if you need them in the converted session.
As with any OMF file, the next step is converting it, since Reaper doesn't open .omf files directly.
You can convert your OMF file for free here.
A 2-minute walkthrough of how to open an OMF file in Reaper, from start to finish.
Everything you need to know about OMF files and Reaper: how to open an OMF in Reaper, how OMF exports work (embedded vs. non-embedded), what they contain, what's missing, and what used to break before this converter existed.