I have several VSTs - Reaktor, Kontakt, and Tassman - for which some patches, 3rd party Kontakt apps, etc., have internal sequencers with Play and Stop controls.  For example, I'm currently using Konkrete in a project and playing a sequence is initiated by clicking an Play button in Konkrete.  What I've been doing is clicking play, then starting the Cakewalk / Sonar transport, then stopping the transport.  When I restart in Cakewalk, the internal Play is still activated.  But if I reload the project, I have to do that all over again.  Is there a way to send a MIDI command to these type of sequenced plugins to initiate play?  And if I don't want them playing throughout the entire project, I'd like an automated way to start and stop them at designated points in the project.

I have a lot of Reaktor and Komplete patches with internal sequencers and to be honest I don't think I've ever come across one whose internal transport wasn't synchronized with the DAW, i.e. you hit play on the DAW and the sequencer starts as well. Stop the DAW, sequencer stops. But if you use some that do, your best bet would be to look for the automation parameters which control the sequencer transport and draw automation envelopes to control them. An alternative would be to automate mute on/off for the whole track. I do that with some Reaktor Blocks patches which run constantly when the DAW transport is running. 

Most of those sequencers that have Play button, offer it for convenience of auditioning sounds and programs. It not meant to be played from inside the sequencer. Most of times, there is Drag and Drop function and you drag/drop MIDI pattern in to Cakewalk track and it will play the sound from that sequencer. If the pattern is assigned to certain key, record MIDI note on Cakewalk track that triggers that key and it will star and end where you need it to. 

Tassman supports MIDI learn. It is possible to train a sequencer start/stop button using CC.
As mentioned above NI synths support both MIDI learn and plug-in automation.