Vs-700R and midi keyboard setup

I'm running Sonar X2  and I have a VS-700R and a Yamaha PSR-640. I have hooked up midi cables from the interface to the keyboard.
 
Could someone explain to me in (full detail) a step by step instructions on how to use my keyboard as a midi controller.
Like Step 1, Step 2 and so on..

For instance i would like to create a midi track using SI- String Section or SI Electric Bass. I would like to use my keyboard to play the sounds to record.
 
I have installed the VS700 console before and understand how that is done. But for some reason i cant figure out how to get my keyboard going. There is nothing on YouTube that i have found that explains this. One other thing.. on my vs-700r when i play my key board the in and out light shows no signal.
Thanks in advance

Steve