Welcome to the forum.
Yes, you can enter MIDI data with the mouse, one note at a time, but you do need a MIDI track to click in the notes.
Click File>New at the top and select a MIDI template from the list.
Then Insert at the top, Soft Synths>Cakewalk TTS-1.
In a MIDI track, select TTS-1 as the output. You won't need to select an input since you're using the mouse.
Channel 1, Bank to Preset Normal, select an instrument sound (patch).
Go to Views at the top. Select Staff or Piano Roll. Select the Pencil (Draw) tool at the top. Now click anywhere on the staff or grid and you should hear the TTS-1 software synthesizer playing the notes.
You do not have to press Record to enter notes with the mouse; what you click in is 'recorded' as if writing it down.
Go back to the Track view and you'll see the notes in a MIDI clip. Rewind, hit play and the notes should play.