IIRC you would use ACT to do this. I have only done a brief overview of the function (from the SWA X2/X3 vids) but may be attempting to map transport controls to my padKontrol today as part of my studies of that device. If I do I will come back and post details but for now just read up on ACT.
What I would like to know, and I was considering posting a thread about it earlier, is whether I can use ACT to map Undo using ACT (or whatever the option is that allows Transport Control) like I can with another DAW I had been checking out (which shall remain nameless). However if I can't I am under the impression that I can map menu items such as Undo to the new Custom Module (in Sonar Platinum) and then map those to a controller.
The MIDI map options for general controls seemed pretty limited to basic transport but perhaps there is more to it than shown in those vids.