Here's the nickel tour.
The staff view is linked to the track view. You must have at least one MIDI track inserted before you can even open the staff view. You will notice that any notes you place on the staff view creates a MIDI note event on the related MIDI track. You can even open this track in Piano Roll View for more detailed editing.
Just head over to track view and point those MIDI tracks at some virtual instrument like Cakewalk Studio Instruments, Rapture Session, or TTS-1. Use the 'Insert > Soft Synth' function to add the instrument track you need, then choose a preset sound.
The MIDI track output should list the available instruments that you have inserted in the project. Just select the one that you want to hear play back your song.
If you haven't read the tutorials yet, that is probably a good place to start...