The question here: are you looking at using your Wacom tablet as a USB device off of the Surface Pro, or using your Surface Pro as your pen tablet?
I haven't attempted anything with it, and it may be fixed by now (doubtful, I feel like I would have saw it with banners, horns and streamers flying everywhere), but Microsoft and Adobe and Wacom are supposedly working together to get the Wacom features ported over perfectly into the new API.
With the Surface and Windows 8, Microsoft set out to establish a new pen API - problem is, it broke the feature support between Wacom features and Adobe products.
Eventually, it should be perfectly reasonable to refer to a Surface Pro as a more capable Cintiq tablet - but at the moment, I don't believe they've fixed it just yet.