Theoretical approach based on the user manual (I do not have the device), but no the first time for me
Do factory reset of the device (almost anything in the device is configurable, you could be mistake modify something...): user manual page 19, "Preset Reset"
Make sure you are in the "Performance mode" (Home button)
In Sonar Preferences/MIDI/Devices, in the Input you should see man "Samson ... ". Enable Port 1 ONLY, disable all other. For Output, disable ALL Somson ports (I think there are 2).
In Sonar Preferences/MIDI/Control surfaces, remove AVERYTHING pointing to/from Samson.
Add midi track with Input set to OMNI. You do not need any SoftSynth connected. Set the Input to Omni. Record Arm the track and start recording. Play some notes. Wait a bit. Move PitchBend. Wait. Move ModWheel. Stop recording.
Look at resulting MIDI clip (f.e. in the Piano Roll). Do you see notes from keys? PitchBend changed? ModWheel?
If yes, the hardware setup is ok. If not, let us know.
Note: there are 2 steps to make some control influence the sound, the first step is to make controls "work". The next step is to make them work in synth (Garritan). What I have written was to check the first step only.