Is the virtual keyboard a MIDI editor, or an actual instrument?
If it's an instrument, then your input device needs to be controlled with a MIDI editor or a hardware MIDI keyboard. I'm assuming you don't have a hardware MIDI keyboard, so you'll need a MIDI editor, which is a simple keyboard-like controller program that allows you to plot notes that control your instrument.
If it's a MIDI editor and not an instrument, then you need to route your MIDI output to an instrument. The input doesn't need to be set in this scenario, or should be in "omni" mode, which basically uses your soundcard's MIDI synth for the production of note data. (if there's no specific setting for "omni", then it is most likely defaulted anyway, in which case you don't have to worry about it.)
__________________
|