"Playing Notes"

I have a Casio keyboard that is also a MIDI instrument. I tried to record so that the notes would print automatically in the measures or on the staves. However, I was informed that a green light would show up on lower right corner of screen. I am using Dorico 5 SE, the FREE version. Thanks in advance for your help.

See section 11 about the green light:

See below about MIDI input devices etc:

Thank you for your help. By the way, please tell me how to get to Section 11 regarding green light. Thanks again. Minna

Click the Status Bar page that I linked and it is listed in there.