Did everyone already know that some keyboards (that) have the ability to adjust cutoff freq and stuff in their settings... effectively making your keyboard, when used in conjunction with a soft synth, into a legitimate synth controller? I just discovered this about ten minutes ago on accident. I'mma use it tons in the future.

Not sure I understand - any MIDI keyboard can be used as a synth controller and have its controls mapped to soft synth parameters. 

The knobs, sliders and even switches on hardware synths will more often than not send midi data in relation to activating or moving any of these controls. They are of course effecting things internally within themselves as they are supposed to. But the midi data is also often transmitted at the same time. (You may have to turn that on also in some synths, it may be default to off, I have found that in some cases)
 
It is handy and it can be used to control anything connected to it. Including your soft synths. However while a certain fader will have a certain effect on the internal sound (eg cutoff freq) it may not have that same effect in your soft synth. And this is most often due to that particular midi data not being mapped correctly within the soft synth. It will be sent from your hardware synth and received but the soft synth may have to learn what the data is and map that to the required parameter first. It may be in some cases automatically but in others you will find the soft synth may not be responding. Become familiar with the incoming midi data being mapped to parameters features in your soft synths. Those pages are also often concealed and you have to seek them out.
 
I have just invested in a rather nice ribbon controller for my Kurzweil synth and while it can do incredible things to the internal sounds it is transmitting the ribbon movements all the time too. It sends it in on odd numbered controller number though. The Kurzweil itself maps that to say pitch bend but no soft syths respond to it initially. I have to map that incoming data to the required parameter first. On the soft synth however it does not have to be pitch bend but could be filter cutoff instead allowing for some pretty expressive playing. It responds to after touch too which is pretty cool. The long ribbon can also be three smaller separate ones too making things even more interesting. A lot of data being sent then. The MixPads in a synth like Alchemy would be very controllable from your synth instead of using a mouse.

The whole idea of it as a possibility leavese to wonder; is it possible to set one knob/fader/etc to change a different parameter other than the obvious? In real-time?

If you keep learning like this you'll discover what a scam most midi controllers are.
(Buy two keyboards, a synth and a midi controller...)

davdud101
The whole idea of it as a possibility leavese to wonder; is it possible to set one knob/fader/etc to change a different parameter other than the obvious? In real-time?

Most soft synths come with a learn function - you select the parameter you want to control, wiggle a controller on your synth and it should be mapped instantly.

Darn- I gotta find this 'learn' function!
To address the main striking point of this article, I guess I was mostly getting at the fact that a normal performance keyboard (like my Casio WK-6500) can sometimes have odd menus allowing you to adjust parameters like those found on an actual dedicated controller or synth- they are mapped to those same controls in the DAW/soft synth, but you have to go thru a menu to access them and my keyboard only has a coupla controls for adjusting those parameters, in addition to only having A, R, and cutoff.

davdud101
Darn- I gotta find this 'learn' function!
To address the main striking point of this article, I guess I was mostly getting at the fact that a normal performance keyboard (like my Casio WK-6500) can sometimes have odd menus allowing you to adjust parameters like those found on an actual dedicated controller or synth- they are mapped to those same controls in the DAW/soft synth, but you have to go thru a menu to access them and my keyboard only has a coupla controls for adjusting those parameters, in addition to only having A, R, and cutoff.

Did you read the Sonar manual, especially concerning such things as controllers, automation, remote control etc? 
 
Most soft synths that I own have a learn function. Quite often it's just a matter of right clicking on the synth control in question and selecting "learn" from the menu. Then as Bristol_Jonesey says, you just wiggle the knob you want to control it with on your keyboard and that knob is henceforth mapped to that control. 
 
I guess the most obvious use for this kind of control would be moving a filter cutoff up and down in a musical way. If you have a synth part down in your DAW, then you can enable automation for that filter on the track and hit play. As the music plays, you turn the knob in a way that sounds musical to you, and then hey presto that performance is recorded in an automation lane. Of course you can map multiple knobs to multiple parameters and perform them all at once if you like. EDM producers will commonly perform the cutoff, resonance and sustain on a synth part during a build up. You know the thing....it starts with a dull, staccato sound and then the filter is gradually opened and the sustain gradually increased until it builds up into an explosion of bright sound....and then the beat kicks in again. 
 
Another use (out of thousands) is to use the knob (or slider if your keyboard has them) to control the movement of a wah-pedal VST. It's just a lot easier and more natural than trying to control the wah-pedal with a mouse.