How config Oxygen 49 as a controller in Sonar Platinum Demo

Hi, I'm real new in digital music, what I want is use a software with my Oxygen 49 midi keyboard to record the music in my thinking. I want use the keyboard to play this music and edit it, finally it become a MP3 or MIDI file that I can share them.
 
I'm a computer engineer, but I have no idea to face the complex interface in Sonar Platinum, even I don't know if this software is the correct product for me.
I have setup the MIDI device and can see the Oxygen 49 as an Input device,
When I build a project with 16 tracks Orchestra , it doesn't work, I only can use mouse to click a dynamic key picture to get sound, I can't config to use Oxygen 49 to get sound, I can't here anything when I click the Oxygen key,
if I create a basic project with two track, a place in track panel can switch input with Oxygen 49, when I knock the Oxygen key, I can see the volume bar change like get some thing,  but I can't here anything
 
if this is possible, please give me a picture to show that, thank you and blessing~~~
 

There are also a lot of useful information here
https://www.cakewalk.com/Documentation?product=SONAR&language=3&help=Troubleshooting.01.html#1295824
 

A MIDI output device is not necessary. If you do not have a hardware synth or sound module, consider not selecting a MIDI output device in preferences. When no MIDI output device is defined, SONAR automatically adds the TTS-1 soft synth when opening MIDI files. This usually works better than enabling the MS GS Wavetable synth.
 
While the demo may not have the synth referenced in Tutorial #4, the process for setting up, recording and playing back synths is the same for any soft synth. Instead of Dropzone, try using TTS-1.

Thank you nice guys hot heart :)
my next question:
I can play a piano sound in Two track template, the second track is piano, the first is microphone
How I can switch the piano sound to other instrument? like in a orchestra template, could I use this midi keyboard to demonstrate a horn or clarinet