HI, Trying to input notes using my YAMAHA electric keyboard. I turn on my YAMAHA first, followed by Dorico as instructed. The check box for MIDI input device is checked but it is in gray not blue, no success in input and green light at the right bottom right corner is not lit at all.
Is your Yamaha USB-MIDI driver installed? Before starting Dorico can you test it (all MIDI notes ON and OFF)? Can you hear the sound?
…and Welcome with us! 
(When you say “Electric” a doubt comes into my mind… is your keyboard able to connect to a computer? Do you have an USB port on your keyboard? How do you connect the two?)