Sonar will recognise any MIDI coming in from any MIDI interface/port enabled in preferences.
Exactly what that MIDI then does depends on the synth or plugin it's controlling. If the settings in Vienna allow CC2 to do what you want and the interface is configured to use CC2 for the expression pedal there's no reason in Sonar why it won't work.
If you already have a keyboard controller with an expression pedal in then there's probably no need to get a foot controller/interface, just plug an expression pedal into the keyboard and configure it.
M-Audio expression pedals are cheap, and work fine. I've been using one connected to whatever controller keyboard I'm using to send CCs into Sonar for years