Hi Sam,
Mac, or PC?
I have Mac, so here the situation :
You have to open the utility applications folder (inside the Applications folder) and open the Audio Midi Setup application (AMS for short).
Then there you either already have an icon representing your Yamaha keyboard.
If you do, double click on it, and ensure it is set up properly.
Is it greyed out? Then the drivers are not active, not installed, or corrupt. Reinstall the drivers.
If you do not see a keyboard icon representing your Yamaha, then you need to create a new device, and then set it up properly.
If you are on a PC, you need to ensure the computer sees the Yamaha MIDI drivers. Depending on which Winblows software you are using, it can be easy or a nightmare to set up properly. Alas it is beyond my field of knowledge. I swore off making music on PCs over a decade ago.
Cheers