I'm sure the issue is "loose nut behind keyboard", but here's the issue:
 
Win 7 Pro 64-bit, Arturia Minilab Mk2.
 
I have the knobs on my Minilab set to es, so vol/panach transmit a different unused controller change.  The keyboard is defined as a Cakewalk Generic Control Surface.  I do in, choose 8 strips (I have 16 knobs, so vol/pan for 8 tracks), do a LEARN for each strip, close the windows, turn knobs, and... nothing.
oogled, amd
I fire up MIDI-OX and I see the controller change messages just as I assigned them on the Minilab.  So, where did they go in SONAR?
 
I've tried ABSOLUTE mode on the Minilab, and all three RELATIVE modes - no joy at all.
 
Yes, I've RTFM, Googled, posted on the Arturia forums.. no joy.
 
Any ideas?
 
..ed..
 

SyntheticAurality
I fire up MIDI-OX and I see the controller change messages just as I assigned them on the Minilab.  So, where did they go in SONAR?
 

I have an array of hardware synth and modules all controlled from a Master Keyboard, in fact I am very close to purchasing an Arturia KeyLab 88.

With my setup, I simply hookup the Controller to MIDI Interface and that's it. The only thing I added to Sonar as a Controller is the Mackie MCU Pro.
I did not have to specify anything else. So if I make any changes to Synth, I simply save those changes on the Synth itself, this includes the use of any sliders or other settings.

I am not certain what exactly you are attempting to control because most controllers when connected, will apply default mapping to applicable controls. I even used an old Korg Hard Disc recorder as controller and I was able to control Sonar without specifying or doing anything. The Sliders on the Korg D1600 was automatically mapped to Sonar faders.

Try my AZ Controller (see my signature), with Startup preset. Without modifications in the preset, you should start with absolute mode.
Initially you will not get much more then with Generic Surface, but you can see which messages Sonar receives (if any...) and how they are interpreted (if you want to use relative modes, change "Value" actions for knobs from "Catch" to "Endless").

I have a KeyLab 88 here and I just use it and it works.
I midi learn anything I want and it gets saved with the project.
Very simple.
No need to set it up in any way inside of Sonar.
I actually think setting it up in Sonar as a control surface or anything else would make it much more difficult to use.

Steve_Karl
I actually think setting it up in Sonar as a control surface or anything else would make it much more difficult to use.

As long as the goal is to associate exactly one parameter in Sonar with one hardware control, I agree that is the simplest way.
But in all other cases (f.e. to avoid assign in each project separately, to allow the same encoder control different tracks, to use endless encoders), Control Surface is the only way (the same in other DAWs). Also