To hear the MIDI you need to have a synthesiser somewhere - this will receive the MIDI and generate the audio. You can think of MIDI just as instructions to the synthesiser - "play a note at this pitch, at this volume, at this point in time. for this amonut of time"
When you load MIDI into those other programs you mentioned it is used by them to generate some audio - so you hear the sound.
I thought you were using ReaSynth to do that, but on reading your seocnd post I now think you were referring just to the MIDI Editor - that's the place where you can insert and move the MIDI notes.
If you load the little project I posted and double-click on the MIDI Clip you should see this:
[IMG]http://img149.**************/img149/6711/dsr254starterzx5.th.png[/IMG]
Big pic (right-click and open or Save this pic):
http://img149.**************/img149/6...starterzx5.png
-- I have put a MIDI Clip on track 4,
-- I double-clicked the MIDI Clip to open the MIDI Editor so you can see the MIDI notes,
-- I have added the ReaSynth synthesiser to track 4 by clicking the Fx button then double-clicking ReaSynth in the list in the pop-up window,
-- in the Transport controls, I enabled Repeat (the last button) then clicked Play (the second button) to hear the clip,
Simply put:
-- as the tracks are played, the MIDI on track 4 is sent to ReaSynth,
-- Reasynth generates some audio,
-- the audio level appears on the track 4 meter in the Mixer at the bottom of the screen,
-- the audio goes from track 4 to the Master channel and its level is shown there,
-- from the Master the audio goes to your (on-board?) sound card then to your speakers.
HTH