Which mixer? There are ready to use presets for several...
In the attachment you can find test preset with one fader, assuming the mixer accept the same MIDI as it sends, the preset should keep the fader in sync with currently focused track (note that moving fader in Cakewalk does not focus the strip, clicking somewhere does).
Obviously you need to re-learn MIDI for Fader control (Hardware Tab) for your fader.
The trick is "Monitor value" in the same list and MIDI sending action in Feedback for this monitor.
It can happened your mixer will "fight" with finger when you use it, since it will continuously receive changes.
AZ Controller can deal with that and almost all other problems, but I have decided to keep the example simple