I recently purchased a KeyLab Essential 61 and was having issues with getting it to work with CbB. After trading emails with support and some good old down-home work, I think I have something that works, and I figured I'd share and maybe save someone else some time.
Leo from support turned me on to a very cool add-in for CbB called AZslow. It allows you to map any controller to any Cakewalk function. You can find it here -
http://www.azslow.com/index.php Make sure you get the latest version if you are running CbB. Then follow their installation instructions and quick start guide. FWIW, this should work with SONAR as well, if you happen to have that instead.
Of course, it comes "blank". So I spent a few hours testing and mapping controllers. I now have a KeyLab where most of the buttons do what they're supposed to. The transport buttons work (I have the REW button mapped to send the "W" key and rewind to home because that's my preference). The sliders control volume for the first 8 tracks, and the rotaries control pan. I even have the "navigation knob" working as a jog wheel. I didn't do anything with Punch or Metronome buttons, but you'll be able to see what I did if you want.
I have attached a file that can be loaded into CbB using the Cakewalk Plugin Manager (in Utilities menu). Open that, select Control Surfaces and AZ Controller. Then you can import the attached, and select it in the AZ configuration.
There may be better ways to do some of this but hey, it's my first shot and at least I'm sharing.
For some reason the master controls don't seem to be transmitting to AZ, so they are unmapped. If you get it working, please let me know what you did! And let me know if this was useful.
Cheers,
Rogerlons