UR22 mk2 an de microkorg S issues

Hi !
Recently buy a microkorg and try to use it as instrument in Studio One 3.5 with the audio interface Steinberg UR22 mk2 (i’m on Mac) but when I try I get midi information but audio are unusable, what did I make wrong ?
I have connected :
Midi OUT -> Midi IN
And Audio to Audio IN (mic port)