First, just check if you get sound from clicking on the interface virtual keyboard.
If you get sound, then it is just a matter of adjusting the MIDI settings. In UVI Workstation, just select file (from the top menu) and select audio and MIDI settings, then under MIDI Devices, make sure your MIDI keyboard is listed in port A.
Remember that if your keyboard does not produce MIDI channel 1, you will have to select the right MIDI port at the top left of the default interface.
If you don't get sound, you might have to select the audi device as well.
In UVI Workstation, just select file (from the top menu) and select audio and MIDI settings, then under Audio Devices, make sure your audio interface is selected as the Output device.