Just several notes:
* about from basic MIDI learn function, Sonar by itself does not "understand" MIDI controllers.
* for that Cakewalk has introduced special plug-ins infrastructure with name "ACT" ("ACT MIDI", "Generic Surface", "MackieControl", "VS-700" , etc).
* since there is no "special" plug-in for Arturia (only Roland keyboards and Naktar LX have own plug-ins), the way to go are general purpose plug-ins ("ACT MIDI", "Generic Surface" or my own). Since they are generic, you can configure the preset in the Control Center as you like, till someone give you Arturia preset AND corresponding preset for one of these plug-ins.
* someone has to be the first, then other can use the result. Why not you?
To try, I would recommend: put all controls into absolute mode, sending some CC ("Control" messages). You can try to assign Notes to Pads (check they do not clash with normal keys, for example put them on other MIDI channel), but I do not recommend that. Then using chapter 40 in the Sonar Reference Guide proceed with configuring "Generic Surface" plug-in. All that together should not take more then an hour...
Once you understand the procedure, change knobs to the endless mode (in Control Center) and adjust the settings in Generic Surface. That takes another 5 minutes. But I do not recommend doing so at the beginning.
Once you understand that encoders are "too fast" or "too slow", you can not control buses and there is something you want control but can not, switch to my plug-in. "Startup preset" you can master in 20-30 minutes at most, even with changing to endless mode and tuning encoders speed. The rest depends from your patience and imagination...
PS. Just googling, probably should be done if not yet done (firmware update):
https://www.youtube.com/watch?v=1bsWTFxfE7g