Please walk me through Setting Up my KORG R3 synth with LOGIC?

Ok, you don't say anything about your audio interface, so i'll assume you don't have any. Your R3 can only transmit and receive Midi data to Logic through the USB interface, not audio. So, you can either control Logic own synths and hear them through your laptop headphone. For that you'll need to create Software Instruments tracks. If you want to control the R3 own sounds, you'll need to create External Midi tracks.

But you'll only hear the R3 through its own outputs or headphones. In this way, you can only play 2 sounds since the R3 is bi- timbral. If you want to hear your R3 through Logic's mixer, you must plug its audio outputs in your laptop audio inputs and create an audio input object and select your laptop input as the input for this object. This way, you can mix the R3 audio signal with the audio signal of Logic "internal" synths. You might run into a ground loop problem by doing this, though. You'll have to RTFM from there...

ALOHA! I myself own an R-3, but I only use it for onstage vocoding since Logic's vocoder is way more advanced, and so are the plugins for synth sounds. You don't specify what your other piece of hardware is, but unless it is necessary I wouldn't sweat not being able to connect your R-3.

P.S. If you really want to have it set-up you will have to eventually get a higher input count interface. The DIGI 002(racks) are a huge upgrade on input count, and sound, plus they are being sold very cheap since the 003s came out.