If you've just installed ProTools or deleted preference files, ProTools may be set back to it's default preferences, which is without any control surface settings.

In ProTools, go to Setup>Peripherals>Midi Controllers. Set the first controller Type to Command and set the Receive From and Send To to the Command or the MIDI port where the Command is connected.

If the Command doesn't show as a choice, you may not have the Command drivers installed. These can be installed by running the ProTools installation, choosing Custom Install, and only install the Command drivers.