Keystation midi 32 set up

How do I get a keystation midi keyboard connected to the notation. I have it in the usb and I have set it up in the midi configuration but I am wondering if I have missed something somewhere, because all I get is a bleep note every time I press the keyboard. I know how to use the keyboard in the software and write notes in but the external mid keyboard is not working for me. Are we able to record the notation if we play the midi keyboard if I get it set up. Does the notation reproduce the sound from the keyboard?