How do I use my Roland TD-4KP as a MIDI controller in Logic?

I bought a Roland TD-4KP and a MIDI-USB cable hoping to be able to plug my cable in and just go but it apparently isn't as simple as it seems! I have looked all over the internet for an answer and I when I pull up Audio MIDI Setup, my Drum Set doesn't appear! I have done everything I can. By the way, my cable is your average cheap one from eBay that came with no disk or instruction manual, but I don't think that should be a big problem.