I have never ventured into the world of midi so I have only ever recorded my Roland FP3 with the piano sounds built in.  I see that the Octa Capture and the FP have midi's ins and outs and X1 has a lot of neat sounds built in, so I guess my first question is Am I able to plug my FP3 into my octa capture, which goes into my computer which has Sonar and play some of the sounds Sonar has built in and record tracks?

If so...HOW?  I have watched tutorials and I see that I need to set input and output on the midi track. I have tried a variety of combinations but I can get no signal in the track, or hear anything.  I need help with the very basics from even how to set up the wires... For example...Do I connect two midi cords from the FP3 to the Octa Capture with the in going in the out and the out going in the in?    

I clicked "P"  on sonar X1 and when I check available devices  the octa capture is the only thing that shows up. Is there any other set up I need to do prior to setting up the tracks?  Is there something on the Octacapture I need to select to tell it that I want it to send Midi to my computer?

In the track, I selected the Octa Capture Omni for input. When I try to select the output, it first only gave me various octa captures to choose from like 1-2, 3-4 ect..  I then went to the plugins and selected and instrument and dragged it to the track area and it opened up the midi plug in control panel (like the TTS), and then the TTS was available to choose.  But when selecting it, still nothing registers in the track.  

I know this is all confuing , but that is how I feel.  Does anyone have some advice.  Nothing is too basic!  Do you have suggestions on books or websites that are helpful for newbies.  Most tutorials I read/watch are further along than where I am.  

Thanks!

Connect in to out and out to in.
In Preferences, make sure that the Octa-capture is selected as the MIDI device.
Make sure you're recording MIDI in a MIDI track.
Select Omni for the input. Setting the Octa-capture as the output will (should) send the MIDI data back to the keyboard for it's synthesizer to play the notes.
Go to Insert at the top. Select a soft synth. Once the synth is ready, set the output of your MIDI track to that soft synth. Set the channel and patch.
Some soft synths are multi-timbral, meaning that you can send multiple MIDI tracks to that one synth. TTS-1 can accept input from up to 16 MIDI tracks, whereas Cakewalk's Sound Center synth can only handle one MIDI track at a time.
Each MIDI track going to the same synth should be on a different channel or they'll all sound the same, regardless of the patch you select.
I suggect reading through the Getting Started sectcion of the Help files and doing the tutorials, even if you've already done so.

In the track, I selected the Octa Capture Omni for input. When I try to select the output, it first only gave me various octa captures to choose from like 1-2, 3-4 ect..  I then went to the plugins and selected and instrument and dragged it to the track area and it opened up the midi plug in control panel (like the TTS), and then the TTS was available to choose.  But when selecting it, still nothing registers in the track.  

That the audio portion of the Octa Capture. You also need to go to Preferences-MIDI-Devices and select it there.