Newbie Question - Getting Sounds from my New SP

Hi… New to all this but excited to make noises from my new slim phatty. BUT, I can’t figure out how to get a sound out of it! I’ve got it connected to my midi keyboard controller and am using headphones only. Playing the keys/ pitch fade / modulator does nothing! Is there some global setting I need to make before it’s functional? HELP ME PLEASE!!!
Thanks, bobbyd

When you hit keys on your midi controller do you get a small triangle that appears on the screen? It should appear every time midi messages are sent to it.

Stupid questions - but your midi is going from the midi-out on your controller to midi-in on the SP?

The volume knob is turned up?

Your midi controller is sending out on the correct channel.