Both the Jamlab and Toneport have audio outputs allowing you to hear the results of your guitar noodling. The only exception is that most of the time, the outputs are in 1/8" stereo mostly for headphones, but these can drive the line inputs of a preamplifier.
Also, both offer standalone effects racks. The Jamlab features GT Player Express which has amp and fx simulations while the Toneport features Gear Box which derives it's fx from the Pod.
Neither require Sonar or Cubase in order to run, however, if you intend to record your noodlings, you will need some form of DAW software. Audacity is the most common freeware around if you don't want to shell out big bucks for Sonar just yet.
@junelle: try to research as much as possible; a lot of information exists if you just google around. As I just recently read in one article, "don't rely too much on forums as a lot of disinformation can be spread through misinformation", then the next paragraph did a 180 and said, "rely on forums to give you valuable user information". Basically, it means that actual users of the product are the best source of information. This means that there may be users of Jamlabs and Toneports in the GC forums... trying asking them about their experiences with the actual products.