Plug the keyboard into the computer.
Select a MIDI track and set that track's input to the keyboard.
Go to Insert at the top and select a software synthesizer.
Once the synth is inserted, set the MIDI track's output to the soft synth and the synth track's output to the Focusrite.
Play the keyboard.
Do you hear anything now?
There are extensive help files and several tutorials with your program, and thousands of videos on the net. Have you gone through the tutorials any?