you can allocate breath to CC(or things like channel pressure) using the midi converter matrix...
load a setup (with midi output, e.g. factory) , then menu -> window->midi converter ...
select the converter number which matches the midi rig you are using.
column 4 is breath (as header label), then simply click in the intersection with the CC you wish to assign (CC2 is the most common), you can then fine tune the settings, e.g. gain amount in the dialog that comes up (or accept the default)
note: the breath input is bipolar, i.e. suck and blow, you can either assign this to the same CC, and offset.. (eg. 0 to-64 = suck, 64 to 127 = blow) or assign to different CC's... this is done by altering the 'bounds'
(or of course, ignore suck altogether)
more info is available here
note: this is the same procedure for both external midi and vst/au.
(only difference is with VST/AU you can route to plugin parameters)