Sustain pedal is MIDI controller #64. It's defined as a switch so when it's on, it sends value 127. And when it's off, it sends value 0.
Are you using the sustain pedal while recording your MIDI track? If you are, it is indeed odd that it doesn't get recorded. Make sure you don't have some sort of MIDI filtering going on in Nuendo (I am not familiar with it, but assume that it would have such feature). If you're attempting to draw in the controller data after the fact, all you have to do is select controller 64, and draw 127 for on, and 0 for off.
Another thing you might want to check is to make sure that when you press the sustain pedal it actually transmits MIDI.
Good luck.