I have a Korg NanoControl 2.  I has worked fine on my old computer through many versions up to Sonar Platinum - now I'm trying to get it working on my new computer. 
Under Sonar Preferences / Control Surfaces  it shows ACT MIDI Controller 1 with MIDI Input port "Korg NanoKontrol 2", and MIDI output port "Korg NanoKontrol 2".
 
I can verify that data is received from the Nanocontrol in MIDIOX - moving sliders or pressing buttons causes data to show in MIDIOX.
 
From Utilities / ACT MIDI Controller 1, there is no preset for NanoKontrol (still? After all these years?).  I create a new preset for Korg NanoKontrol 2, and click R1 "Learn".   It says "MIDI Learn ...".   
 
I turn Knob 1 on the NanoKontrol and nothing happens. R1 remains at MIDI Learn... indefinitely until I close the dialog.
All other knobs and buttons also have no effect.
 
This used to work - what has changed?
 
I've searched various web sites that discuss how to do this configuration, and all of them are obsolete, but still the general process should be similar. <http://untidymusic.com/midi/setting-up-nanokontrol-sonar>  Some suggest putting the NanoKontrol into a special mode to emulate Mackie, but I've never had to do that before.
 
Am I missing something, or have recent updates to Sonar broken this function?
 
 
 

ACT has been buggy for years, especially if your ACT config has been long (potential file corruption).
 
Alexey (azslow3) wrote ACTfix to clean up ACT config files. You should try to use this tool and his guidelines as this probably cures your issues while we wait for 2018.11 to see the first official ACT fixes.

OP has problems with MIDI learn inside "Cakewalk ACT MIDI" plug-in, not with Plug-in parameters learn (called "ACT learn"). And so ACTFix is not going to help in this case.
 
Please check the following:
1) Check that you set Input correctly in Control Surface section (output does not matter). I do not have NK2, does it has more that 1 output (check in MIDI devices section)?
2) Preferences/MIDI/Playback and recording. At least "Controllers" should be enabled (checked).
3) Install AZController, put it instead of "ACT MIDI". Looking at "Last MIDI event" turn knobs, press buttons, do you see Control Surface really receiving messages?
 
PS. After "all these years" Korg has not managed to publish a preset. Also no one from users (including you) has found 2 minutes to upload any preset (you write you had it...). Making new preset takes 5-15 minutes (when everything is ok). Who you think is responsible for such situation? Do you think CW should pay for all controllers on the market to make presets? Are you ready to pay more for Sonar, may be the price comparable with NK2 cost, so you have "ready to use" NK2 preset there?

I created a "Cakewalk Generic Control Surface" and was able to use its learning mode. I deleted the ACT Controller under Control Surfaces since it doesn't seem to work. 
 
After performing the learning function for every button, knob, and slider, I did create a preset for the NanoKontrol and save it. The Preset Save button does not present a normal system File Save dialog, so there is no clue as to where the actual file for the control surface template is being stored. I'll share the preset if I can find the file.
 
 

timg11
I created a "Cakewalk Generic Control Surface" and was able to use its learning mode. I deleted the ACT Controller under Control Surfaces since it doesn't seem to work. 

That is strange... but Generic Control Surface recognize more MIDI message types then "ACT MIDI".
 

After performing the learning function for every button, knob, and slider, I did create a preset for the NanoKontrol and save it. The Preset Save button does not present a normal system File Save dialog, so there is no clue as to where the actual file for the control surface template is being stored. I'll share the preset if I can find the file.

Presets in Sonar are saved internally. But you can Import and Export them using Cakewalk Plug-in Manager from Utilities menu. That is often overseen powerful Sonar feature to backup/restore not only Control Surfaces, but also VST/DX/MFX presets.

@azslow3, thanks for the tip on exporting!  I wish I had known that and done it on my old computer.
 
Preset for Cakewalk Generic Control Surface for Korg NanoKontrol2 is uploaded and available here:
www.synthify.com/Kronos_SW_dev/Korg_NanoKontrol2.spp
 
 

I am having similar issues with my Korg Triton takTile 25