I want to use the knobs on my Axiom for filter sweeps and such with the standard Cakewalk VST synths.  Is there a global way to assign such things in Sonar X3?  If not, is there a simple "learn mode" on any of the synths?

Many (all?) have an act learn mode.  It is in the upper right corner of the synth GUI.  I think there might be a youtube video or two on how to do it as well (there is one on how to configure transport controls and using the knobs and sliders for pan and fader control for the Axiom series).

ACT is the way to go.  For Rapt and such, left click (I think) on a knob and dialogue box should open for learn.  Move your controller knob on the axiom you want to use and you should be good to go.  Watch a video - there should be one on Cake's blog or youtube.
 
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Thank you!  I thought that was what ACT was, but I didn't want to screw everything up by trying it...  LOL