Jazzguitar

I have an old Yamaha QS 300 Synthesiser, which has 5 PIN Midi in/out thru sockets. I have Cakewalk and a Launchkey Mini, which work fine. But I want to be able to play and record the Cakewalk instruments from the Yamaha keyboard. I have connected a 5 PIN Midi cable from the Midi Out of the keyboard to the Midi in of my AudioBox USB96 Audio interface. But it will not play the Cakewalk virtual instruments. Is there a setting somewhere on the Yamaha keyboard that I need to change? I have a Windows 10 PC. Thanks, Neville