SOLUTION TO MIDI KEYBOARD UNABLE TO RECORD:
 
MIDI KEYBOARD finally RECORDING in Sonar Platinum!
 
I had forgotten to check appropriate Track Input and Outputs. 
MIDI TRACK SONAR SETTINGS for Roland XP-80
  Input  MIDI (VS-100) XP-80 Omni
 Output  MIDI (VS-100) XP-80
Channel  Midi Channel 1: Roland XP-80
 
Equipment
SONAR V-STUDIO 100 AS INTERFACE FOR SONAR PLATINUM.
Roland XP-80 keyboard   *Settings on XP-80:   Local OFF
 
HARDWARE CONNECTIONS: 
VS-Studio 100 USB to PC
XP-80 Midi OUT to Midi IN on VS-100
XP-80 Midi IN to Midi OUT on VS-100
  
SONAR Platinum Settings:
  AUDIO
  Devices
      INPUTS:   VS-100 IN 1-2; VS-100 IN 3-4; VS-100 in 5-6; VS-100 DIGITAL; VS-100 MAIN
     OUTPUTS:   VS-100 OUT 1-2; VS-100 OUT 3-4; VS-100 OUT 5-6
 
  MIDI
  Devices
      INPUTS:            MIDI (VS-100) XP-80  + CONTROL (VS-100)
 
     OUTPUTS:         MIDI (VS-100) XP-80  + CONTROL (VS-100)
                               
 INSTRUMENTS
 MIDI (VS-100) / 1 = Roland XP-80
 MIDI (VS-100) / 2 = SR-JV80-02 Orchestral Expansion  
MIDI VS-100/  3 = SR-JV80-09 Session Expansion
MIDI (VS-100) / 4 = SR-JV80-13 Vocal Collection
 
CONTROL SURFACES
                 VS-100 - 1   = Input & Output:  CONTROL (VS 100)  (ACT & WAI... both checked)

This thread looks very similar to what you're experiencing. In particular, see post #13 by tlw...
 
http://forum.cakewalk.com/I-can-hear-audio-but-not-MIDI-m3060015.aspx

ama310
 
HARDWARE CONNECTIONS:  
VS-Studio 100 USB to PC
XP-80 Midi Thru to Midi IN on VS-100
XP-80 Midi IN to Midi OUT on VS-100

 
this looks fine. routing seems ok. 
 

ama310
              CONTROL SURFACES:
                  ACT MIDI CONTROLLER-1   = Input & Output: MIDI (VS 100)   (A... & N... both checked)
                  ACT MIDI CONTROLLER-2   = Input & Output:  CONTROL (VS 100)  (A... & N... both checked)
                  Cakewalk Generic Surface  = Input:  MIDI (VS-100) / Output:  CONTROL (VS 100)  (A... & N... both checked)
                  Mackie Control   =  Input:  MIDI (VS 100)  / Output: CONTROL (VS 100) (Only N.. checked)
                     ** Only chose Mackie control since I read somewhere that corresponded to my Roland XP-80
 

there should only be one control surface selected. so delete 3 of them and ensure that the remaining one is the VS-100 control surface. make sure it is using the CONTROL (VS-100) ports.
 
Apart from that getting no sound can only be due to not having input monitoring enabled or mismatching MIDI channels (keyboard vs. Sonar MIDI track).

It's more conventional to have a synthesizer or keyboard controller send Midi Out to Midi IN on the computer's MIDI interface. Midi thru is meant to chain an instrument's MIDI In directly on to another instrument, whereas Midi Out carries the MIDI generated within the instrument.
 
There are further instructions about turning local control off on your XP-80 and turning on echo enable on the relevant Sonar track, but recording MIDI should be possible even before you do that.

Midi thru on the XP-80 only echos what is coming in to the Xp-80 on Midi in...sometimes there is a setting on a synth to also send midi out to the midi thru port but you shouldn't need to do this in your case.
 
The midi messages from the XP-80 keyboard/mod wheel etc. come out of midi out.
 
You need to connect as follows...
 
XP-80 Midi Out to Midi IN on VS-100
XP-80 Midi IN to Midi OUT on VS-100
 
 You should then set up a midi track in SONAR which uses the midi in/out on the VS 100 and then you will want to set Local to off on the XP-80.

Thanks bvideo!
Excuse the xunhelpful check box... It is a mistake and now it won't let me change it.  Sorry.
 

(no problem)