I have the regular DP 24 (with CD and MIDI in/out), but never use it as a controller before.
To answer your question, I just did a a quick test and I'm able to configure the DP faders to control Sonar's.
At the DP, press MENU - MIDI
- set REMOTE CONTROL MODE to Master
- CONTROL CHANGE to ON.
You may then proceed to setup each required Sonar's fader to learn mode and move the DP's fader.
However, I'm not sure if the "SD" version can do the same, as it does not have a MIDI in/out port.