How can I gradually Increase the pitch of a Midi note?

The midi specifications require discreet notes.   It is possible to go into Sonar/CbB piano roll view and draw multiple notes of short duration rising up the chromatic scale across whatever range pleases you.  However, on playback, what you get is a rising pitch that rises in stepped fashion from note to note.
 
To get a rising pitch that rises smoothly between notes, you will need to go into your keyboard or sound module and increase the pitch bend amount.  Then go into Sonar/CbB Piano Roll view, draw one note with a very long duration, and under that note, draw a pitch wheel curve from the lowest to the highest possible amount.  On playback what you hear is a single note steadily rising pitch without stepping.  However, the range you can get this way is limited to the amount of pitch bend available in your keyboard or sound module.
 
Have fun.  Let us know how it works out.

There’s another way to do this besides using the pitch bend wheel - which is useful if the synth limits pitch bend to less than you need.

The synth you use however must have either its oscillators fully tunable throughout their entire range from a single tuning control, not a synth with oscillators which can only be set in octaves or “feet” and adjustable only by a fine-tuning control across a single octave, or a self-resonant filter.

The way to get the frequency shift is to start with a MIDI note then automate the oscillator frequency control. Or if that isn’t possible but the filter self-resonates use the resonating filter to produce a sound then automate the filter frequency. You might still get some “stepping” if the synth locks everything to 128 MIDI values but this method tends to minimise that.

Yet another way is to use a synth’s glide function. Set the glide rate between notes to give you the length of note you require then play the start note, hold it and then play the final note where you want the pitch shift to end. Obviously this limits how long the pitch glide can be to the maximum allowed by the synth.

In Nexus I can change the range of the pitch wheel to between -48 and +48 so all I need to do now is figure out how to automate the pitch wheel! Thanks for your advice.

Because it mostly depends on the synth supporting the pitch wheel (and or another way) you might be better off using a audio process to adjust the pitch.  Wave's SoundShifter is pretty decent for this.  Drive it with automation curves.

Villan
Hi, I would like to steadily and smoothly increase the pitch of a midi note across 3 or 4 octaves over time. How can I do that? Is it possible to draw in the increase in pitch similar to Velocity?

 
I would use the Pitch Envelope in Rapture. It has a range of 8 octaves.