To use your Montage as a "Master Controller" for your DAW (Studio One 3 )
you have to have a midi interface going into your computer,
that needs to be established, its working if your seeing the orange midi input arrow flashing when you hit the keys(lower left corner)
You need to select a device to control-
Mid lower left side in Studio One, click on the "inst" to see instruments
Add an "Instrument", hit the Plus arrow ( like Presonus /Presence)
In your track window, "Track"/ "add instrument track"
Open the inspector window to see the "Input" (New/ Master Keyboard)
and the "output" : select "Presence"
You should be able to select a patch & trigger it from your Yamaha.
(Make sure your Master Controller is on the same midi channel as the virtual inst.)
To trigger the External device, (Montage)
Track,/ Add Instrument track/
Input: New Keyboard/ Master Controller
Output: New KeyBoard/ Master controller
select midi channel to control, make sure you have a sound on the synth on that midi channel.