I use the faders on my Axiom 61 Pro midi controller to control the Sonar console faders.
It was a little weird on how to get the right CC numbers set for each one, but multiple iterations of Learn and fader movement eventually got it all square for me.
The faders on my midi controller control the first 8 tracks in the console, which are set to display both audio and midi channel strips.
So, it would seem that probably any externally-assignable knobs, buttons, and faders should be able to be learned by Sonar, and there may be pre-existing templates with things set up for some devices.
Bob Bone