When A-Pro is connected to a PC via a USB cable, Sonar's MIDI device page shows these ports:
<Input Port>
A-PRO MIDI IN
A-PRO 1
A-PRO 2
<Output Port>
A-PRO MIDI OUT
A-PRO
P.23 of the Owners Manual downloadable from the below link explains about these ports, and it says that the A-PRO MIDI OUT "Transmits MIDI messages to MIDI devices connected to the A-PRO’s MIDI OUT connector" but does not mention the A-PRO sliders, knobs, etc., which you want to control using ACT. So, I think it's not possible with just a MIDI cable.
http://www.rolandus.com/support/search/A-800PRO To check this, I connected my A-800PRO and my audio interface (Quad-Capture) using a MIDI cable and deselected the A-PRO 1&2 ports from Sonar's MIDI device page, but for some unknown reason Sonar wouldn't receive MIDI messages from A-Pro (via Quad-Capture) when I play the keyboard, although I select "All Inputs" from the MIDI track's input pull-down menu. Maybe I have to change some setting in A-Pro or Quad-Capture, I don't know.
So, I highly recommend using a USB cable and use those 2 A-Pro ports. Also, without a USB cable you'll have to use an AC adapter.
Sorry, I couldn't help much. A-Pro's ports and the ACT feature are still bit of a mystery and I don't fully understand them.