No MIDI sound..

welcome to the party :)

please do check on the following while you have your session on screen:

1. over the MIDI Track > Track Properties...
   • what MIDI input/output buses are--should be Master In/Master Out by default;
   • which MIDI channel is the track assigned to--this has to match the incoming MIDI events from your keyboard; however there's a convenience workaround: on main menu, set Track > Auto Monitor on;
   • make sure the synth instrument plugin's is activated--the green LED on its left is lit (ie. is obviously green, not black); if not, click on it to turn it on;
2. on the Mixer window, Master in (MIDI) input bus strip, hit "inputs" and then "Connect" this to your MIDI keyboard controller, whatever it is, if not already;
3. on the Mixer window, Master out (Audio) output bus strip, hit "outputs" and then "Connect" those to system/playback_1,2... ports, if not already;
4. make your MIDI Track current, by just clicking on it or navigating over it; again, make sure Track > Auto Monitor is on (remember 1.);
5. hit the keys on the keyboard: MIDI Master In level meters should go up and down as you press those keys, I guess you already acknowledged that; but then, the MIDI Track's meters should also follow suit; then look at Master Out (Audio) meters, they should show some peak signals and if it's all connected right you should hear sound coming out from your speakers (or whatever is physically connected to your soundcard device line outputs, hea(d|r)phones, etc.

I believe you overlooked one single of those steps--most probably to activate the plugin--the little green led case--you tell me :).
hth.
cheers