M - Audio 49 issue

Hey guys I’m using cubase Elements 7, have steinberg UR22 and M - Audio Oxygen 49 MIDI keyboard. The keyboard works fine with instrument track and I can hear sound coming from my headphones no latency, but when I use MIDI track then I get some problems. I can’t hear anything from my headphones only my computer speakers play sound, BUT it has latency. I tried installing directLink, but still couldn’t find my M - audio oxygen 49 device. can you please help me with this issue :neutral_face: