Understood.
Some clarifications:
-- I have never used Sonar so I do not know what the "Cakewalk slider" is.
-- I used CC#60 at random; I could have used 07, or any other CC number.
Anyway: for MIDI Learn on Channel 03 to work, the MIDI CC messages being sent to SampleTank by Sonar or by a MIDI controller MUST be on MIDI channel 03. From what you have posted they are on Channel 01.
Have a look in the Sonar User Manual to find out how to change the MIDI channel used by the slider. Is it the first drop-down list in Area C of the Track Inspector below? Maybe, if not set it defaults to Channel 01?