I have Pad Shop, and would like to quickly set a knob (example filter) a CC number, how can i do this?
Depends on your definition of the word “quick” 
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(You will be using VST Quick Controls for this, and so this method will limit you to using one of the eight CC#s you have defined for VST Quick Controls in the Device Setup menu). Right-click on the knob you wish to control, and select “Add [parameter name] to Quick Controls Slot>[select the Slot of your choice (one of the eight available for the currently-displayed “page” of knobs in the VST Instruments rack-… replacing whatever might have been set up by default]”. The CC# you had set up for that slot will now control this parameter.
If you want greater freedom in your choice of CC#, you could instead use a Generic Remote…
Upper section…
Controller Name (you give it a name)__ MIDI Status=Controller__MIDI Channel= (your choice)__Address=[MIDI CC# number of your choice)Max value=127___Flags=“R” (receive)
Lower section…
Control Name (the name you gave it above)Device=Padshop (provided you have already instantiated it ) Channel/Category= “Device” Value/Action= (select desired parameter from dropdown menu__Flags= (can leave blank)