Hi there, I can see that you're using "External instrument" plugin. It's normally used to transmit MIDI parts from Logic to a MIDI keyboard / sound module to integrate the latter into a Logic project as a source of sound. Is that your goal with your Yamaha keyboard?
Or do you want to use the keyboard as a MIDI controller primarily? If so, I think that creating a Software Instrument track and loading up an instrument plugin there to check whether it can receive MIDI signal and produce sound should work better.
Anyway, as I see it, judging from your screenshot and description, there could be a connection issue. Once again, I repeat, MidiLink MIDI IN plug must go into Yamaha's MIDI OUT slot, and MidiLink MIDI OUT plug must be connected to Yamaha's MIDI IN plug. Is that how your cable is connected to the keyboard (just double-checking, it's crucial)?
Other than that, please check MIDI settings in the keyboard itself? It could be set not to transmit MIDI data (or it could be broken, that happens too, unfortunately). Is there a way for you to check the MidiLink cable with another external MIDI device?
Finally, check whether MidiLink port is actually active in Logic Pro > Preferences > MIDI > Inputs. If it's not selected, tick the box beside port's name.
You could also try "Bypass All Control Surfaces" setting in Logic Pro > Control Surfaces:
Also, make sure that a Software Instrument track is set to receive MIDI data on all channels:
Set Logic's LCD screen view as "Custom", like so:
This way you'd have a better of view of what happens with MIDI in your project:
