MIDI player doesn't work with Synths or plugins

Well, you need to setup the routing of the midi in from your keyboard (whatever input it is set in your OS) to a midi track. 

Then, the midi track needs to send its output to one of the audio tracks of the softsynth.

If you load the soft synth in first, and select at least one audio track during the setup, X! will do this for you, then all you have to do is set the output of a MIDI track (that has your keyboard set as the input device) to this audio track.

Then, the softsynth audio track has to make its way via any routing to your master output audio tracks.

Confusing to type but easy to do once you get all the steps down.