Welcome...
Midi can be confusing at first in MC6. But once you understand how it works, it's simple.
You need 2 tracks.... one is a midi track where you import the data into, and the other is an audio track where the synth TTS or other synth will be installed. (the softsynth)
You have to do what is called Insert a Soft synth to get music in MC6
The easiest way to do this for someone starting out is to use the INSERT SYNTH command from the top tool bar. This automatically inserts both tracks (no not check the simple instrument box in the pop up box for now.... let it insert the 2 tracks.
Then simply drag or paste the midi data into that MIDI track. Normally at this time you will hear music if everything else is working correctly when you click play. You can open the synth's GUI and change the path or the sample to a different sound. You can edit the midi in PRV or staff view.
If you click here
http://www.herbhartley.com/hh2_edited_slimmer_005.htm I have some old info there that may help you understand how this works. It's for MC4/5 but still works fine with MC6. TTS is a very cool and capable synth and I show you how to set one instance of it up to play multiple midi tracks at the same time with each one having a different sound....(Advanced TTS set up)
ALSO: what sound card and driver mode are you using currently?
So.... try the advice on my page and let us know if that works