Sounds like you are still not entirely clear on inserting and routing. This can be a little difficult to wrap your head around until you have that "Aha" moment. I'll try to explain a little better.
Just like in the physical world, there are three things necessary.
1. An instrument - Keyboard, synth, guitar (this has to be unloaded from the truck, and setup on stage)
2. Input to play/control the instrument (a musician has to provide the input (play it) or the instrument will just sit there)
3. Output so you can hear it. (you must connect it to an amp, otherwise you won't hear it)
In the "virtual" world you have the same.
1. VSTi - AD2, Kontakt, TTS, etc. (these have to be "inserted" into your project)
2. Input - VSTis use MIDI as input. (a MIDI track acts as the musician)
3. Output - VSTis create audio output (an audio track acts as the amp)
(Routing is the cables)
So, in order to "hear" AD2 you need to do the following.
1. Insert the VSTi into your project. You can do this any number of ways. (1) Click the insert menu, insert a soft synth. You can insert a simple instrument track or MIDI + Audio. (2) Or you can press "B" to bring up the browser, click the synths tab, click the "+" buttom and add your synth there.
2. You NEED a MIDI track to send the control messages to the VSTi. Set the Output of that MIDI track to the synth (AD2)
3. You NEED an Audio track to play back the audio the VSTi is generating. Set the INPUT of that audio track to your synth. (AD2)
Any clearer?