Ok, pitch bend is not really a controller in the same respect as a normal cc, so here a work-around to allow you to control pitch bend with a nano control knob.
OK first off assign the nano knob to a controller number ( my example I've used controller 74 ) Don't ask me how to do that on a Nano because I don't have one.
Then in the environment window you need to create a knob ( I've used knob 5, because it's all pretty and stuff ) Then set it up as in the pic below, with the input as your cc and the output as pitchbend. Happy days, your nano knob will now control pitch. I've also set the output to pan as it'll give you better control over the centre pitch if you want to automate it in the arrange.
Note: bear in mind though that this won't spring back to the middle position ( like a bend wheel will ) but it will give you control.