Roger - first of all when you're in a forum, (or email or any typed communication for that matter), it is considered YELLING when you type in all caps. typing in all lower case is acceptable in forums if you wish, but don't type all caps unless you're yelling at someone.
to answer your question - yes, once you enter data in the staff view, you should be able to play it back either by pressing the PLAY button on the transport, or by using the scrub tool. ....under the correct conditions.
You're entering data only, not actual sounds, the data has to be able to trigger something that will make the sound for your speakers.
more than likely you don't have anything for the MIDI to trigger, i would suggest you learn about inserting a DXi Synth which is covered under tutorial #8 in the help files.
After you've done that, I also suggest you go back and work thru all of the tutorials because they are very helpful, but do #8 first because you probably need them out of order like that in your case.
come back if that doesn't help, but give us as much info about your computer, sound card, system setup, etc as you can.