Q: Having problems with connecting MIDI keyboard to MacPro through mio iConnectivity USB to MIDI cable

I'm trying to connect my PSR-310 Yamaha keyboard to my Macbook pro via a mio iConnectivity USB to MIDI cable.

It shows up on Audio MIDI Setup as "mio" and it is being sensed in MIDI monitor as active.

However, it doesn't show up as an audio device on the Audio Devices window and I also cannot hear anything when pressing the keys.

I'm not tech savy, forgive me.

Processor 2.4 GHz Intel Core i5
Memory 8 GB 1600 MHz DDR3
251 GB Flash Storage with additional 1TB external hard drive
iOS 10.9.4