Peter,

Be sure your program is sending midi-data to the correct MIDI-out device. Sometimes they have a default output to an internal midi-softsynth device.

Your KN switch is set ok on MIDI.
You realize there are TWO midi cables needed ?
a. KN midi-out to PC midi-in
b. PC midi-out to KN midi-in.
The midi-thru remains not used.

Roel