You have to convert the sites and newsfeeds you define in the SDL file to Plucker documents. The Plucker documents can, in turn, be read by Plucker on the handheld.
SDL files only contain settings for converting sites to Plucker documents and can only be read by Sunrise itself. There's no point in syncing SDLs to the handheld.
To reiterate: Sunrise convert websites and newsfeeds to Plucker documents. It stores its settings in SDL files. The Plucker documents are what you actually read on the handheld.
I hope my explanation makes it all a little clearer.