No Sound working

Hi there,

Thank you for having me, relearning Cubase as I write this
Have donwnloaded Cubase 10 Elements today and have connected my Akai MPK Mini keyboard
It seems to register as when I press keys something on the screen lights up
But I cannot hear any sound, have tried Project Setup and Studio setup but nothing works
(Can’t find Device Setup)
Not using an audio interface, is this the problem? it worked without one a few years ago

Thanks in advance!