Okay.. Just do the folloowing to test everything...
Close that project...
Open a brand new blank project
Create an Instrument track
Select the track and choose an instrument from the library like a piano.
Making sure the new Instrument track you created is sleceted.. press the record button in the transport bar and play notes on your keyboard...
See if anything is then recorded as a midi track.... (You should see a new region appear...)
Stop recording... wind back and hit play in the transport bar and see if you hear anything...
Note: Make sure your keyboard is sending on Midi Channel 1
Let us know how you get on.. I will be working in the studio tonight so I may not get back to you until after the session has finished but if it works you know it's how you set things up in the project you posted a screenshot of...