MIDI Output Cubasis VST 4.0


I’m running an older version; Cubasis VST 4.0
I would like to:
Connect my Roland EP-7 via MIDi
Run the signal through one of my VST Instruments and have the Roland play back that sound.

I see the signal “In” but there is no sound coming out nor is the MIDI Out lighting up.
When I record it works and I am able to play back via the VST Instrument.

Can I not use my Roland as a controller by passing through the VST and then having the generated sound played back?