When using separate audio and MIDI tracks, the track containing the automation for a synth is defined in the "Insert Soft Synth Options" dialog in the section at the bottom called "Display automation On." The track assignment may be reassigned in the synth rack. When docked the menu is at the top of the synth rack. Item J in this image

When undocked, item I in the second image below

These images are from http://www.cakewalk.com/Documentation?product=SONAR&language=3&help=Browser.11.html