Hi. Is there a workout to make the keyboard work properly? Or is I doomed to live with not being able to use all the functions?

http://global.novationmusic.com/answerbase/can-i-use-my-launchkey-with-cakewalk-sonar-software
 
So, Generic Surface and ACT MIDI plug-ins are the way to go.

Thank you. Well. Then I will think of buying a new keyboard. If this support doesn't change in Sonar X4. If not what keyboards are best suited for Sonar? The price is a factor here otherwise I would buy the NI Komplete keyboard.p

You get a bit simpler setup with Cakewalk keyboards as well as with Nektar Impact. These have special plug-ins, so everything works as expected out of the box. But you can get close to the same result configuring Launchkey, it just will cost you several hours.
 
In case you like experimenting, you can try my own plug-in (see my signature). That will cost you several days to get it right and I can not recommend it for critical tasks (just because it is not sufficiently tested, it does not crash for me so). But you can get unbeatable integration between your board and SONAR this (and only this) way since in this case you decide what any control (or combination) does and how. Instant control (you can modify parameters with normal encoders like you have endless) , mapping curves (like you know from keys, but for sliders and knobs), direct mapping to parameters of any track/FX/synth (no ACT, no selecting with mouse), arbitrary WAI mapping (control let say 5 tracks, 3 buses and main using your 9 sliders) are just several features you can not get other way (at the moment).

Thank you so much! I'll try out your plug-in. Sounds like a fun thing.

I forgot to mention that Novation Automap has Sonar integration (and so all corresponding devices).
I have Nocturn only, so I do not know how good it works for keyboards.

I went thru this awhile ago...ended up with the nektar impact lx61, which has Sonar software and works perfectly... they're going to be coming out with an 88 key version soon and my Sweetwater bro has me down for the first one.  The lx61 is a super value...at $199.
http://www.sweetwater.com/store/detail/ImpactLX61
 
spent days on forums/websites looking at everything.  Bottom line is everyone had complaints/issues/frustrations with all the others... and while my old maudio keystation pro88 still works, I really wanted to add something light, decent, and Sonar ready... it's the only thing I found...I use it all the time now.  I can only hope they get around to programing their high end stuff soon... although the lx88 is probably next for me.

Vastman
spent days on forums/websites looking at everything.  Bottom line is everyone had complaints/issues/frustrations with all the others... and while my old maudio keystation pro88 still works, I really wanted to add something light, decent, and Sonar ready... it's the only thing I found...I use it all the time now.  I can only hope they get around to programing their high end stuff soon... although the lx88 is probably next for me.

Note that almost all complaints are about not "plug and play" behavior of other, not natively "SONAR ready" devices. With a bit of patience, everything is working fine. I also was frustrated with my MPK mini in attempts to make it do what I want under ACT MIDI. I took quite long learning road by writing my own plug-in from scratch, but looking backward I understand that I just could spend a bit more time learning what already exists...

I connected my old Edirol PCR-500 keyboard and it was working. Think I will learn to use it properly. Seems like it is better suited to sonar than the Novation.