Go
Edit > Preferences > Customization > Keyboard Shortcuts. That is where you can bind the Record function to a MIDI note. However, you also need to program a "shift" key to let Sonar know you're sending a keyboard shortcut instead of a standard MIDI note. The sustain pedal is a common choice for this, but mod wheel or any other controller or MIDI note works.
Type
record into the search box to find the function and make binding easier. If you need more info, click the Help button in the lower right.