Welcome to the forum!
It would be good to have much more info to start looking for answers.
Your laptop specs, interface/soundcard, operating system, what is connected where....
A laptop surely hasn't got a MIDI input, so you're using an adapter cable?
What kind of keyboard? If it's sending MIDI, you need to have a soft synth inserted to play the sounds.
Have you done the tutorials and read the manual about using soft synths? You do know that MIDI has no sound, don't you? It's like digital sheet music, control data only.