What exactly are you trying to accomplish ?
To record the Midi notes you need to check if the keyboard is "enabled" in Options/Preferences/Audio/MIDI Devices ("Enable Control" not necessary) , and you will find it in the track's "Input Midi" selection list.
To hear what you are plying you need to add a virtual instrument in the track FX chain and "enable Monitor" in the track.
To control Reaper functions by controls on the keyboard you need to activate "Enable Control".
-Michael
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