Since you are on Prime, you should have Presence XT available as an instrument. Have you inserted Presence XT as an instrument on a channel, loaded one of the Presence XT preset sounds, and then tried triggering sounds with the keyboard? You could also create a one bar clip and draw in some notes to trigger Presence XT.
You are not going to hear any sounds unless a) you have a virtual instrument inserted in a track, or b) you have an external instrument configured (synth, sound module, sampler, etc.) that is being triggered via MIDI.