No, it does not apply just to exterior controllers. I control the volume in Sampletank and Miroslav 2 regularly with the automation lanes in Sonar. I will explain my process maybe it will help.
First, I setup the midi and audio tracks or use the simple instrument split. At any rate, you should have the Automation Lanes icon when you drag the bottom of the track control box down.
You will see a dropdown menu for both the audio and midi track that says Clips. Click and you will see Automation on the list. Choose that. The first control that pops up is Volume. Click there to edit the control you want.
Make sure you have whatever synth loaded in to the audio track. I will call it Sampletank.
I usually use Contoller 11 or Expression to control the tracks in the synth. I leave Volume alone! This being because if you use volume control and you end up using this project in another DAW with a different synth, 99% of the time you will have to edit the Volume to match the levels. Quite simply, you have to re-mix!! Bad deal. If you use Controller 11 or Expression, you still have the option to control the overall volume with Controller 7 which is volume. Then it's just a matter of adjusting the overall volume of the tracks instead of having to adjust all those automation movements in the track.
I had to explain that so you understand the next move.
Decide what controller number you want to use in the Automation Lane. The Volume line will change to whatever you chose. Example: Click on Clips. Choose Control 11. Now the line is a different color and the little box in the automation lane says 64. This is the default level.
Open Sampletank You will see a Learn button on the bottom left hand corner. Click the Learn button then right click on the slider you want to control in Sampletank. A small window will appear. Sampletank is waiting for you to move whatever you will to control that slider. Go over to the little box in the automation lane that says 64 and left click and hold and move the control bar up and down slowly. You will see the little window in Sampletank now will read 11 showing that the slider will now be controlled by what ever movements are made in the Automation lane! If you want to control something else like Pan, add another automation lane and set it's control for Pan. Do the same process that you did for Controller 11 and that automation lane will respond to movements in that lane.
I know this is a long explanation, but this is the step by step process that I use. There is a simpler way by just clicking on the knob you want to control in Sampletank and turn the knob on your controller. My explanation here is how to control it INSIDE of Sonar.
I would suggest you print this out so you can read it as you go. Until you get used to it.
I find this process works better for me. BTW, there are automation controls in both the midi and audio tracks. It just depends on where you want to control the synth from.
Hope this did not totally confuse you. Good luck!