Midi signal, but no midi sound

I don’t have much experience with midi, so go easy on the techical lingo.
I have an old Roland HP147Re that I have connected to my macbook with a midi-usb cable. When I open up cubase and add a midi-track, there is a signal when I hit the keyboard. I can record midi. But there is no sound. I’ve tried to chose an instrument from factory tab in the “track picture browser” that appears when I double click the space under the mute and solo buttons. It seems to work but alas, there is no sound.

Does anyone have a clue what the problem might be?