No worries, Pete. What do you see in Input View when you press a key on the SP-4? Does it display the incoming notes?
There is no issue with the virtual cable connections and your keyboard is recognized as a physical MIDI input in the Environment. So, it should work.
The next thing I'd check is what kind of track have you loaded in Logic. MIDI keyboard just sends data, which then triggers a sound source (e.g. a software instrument, such as a EXS24 sampler, or Alchemy synth). So for this to work, you need a Software Instrument track with an instrument plugin loaded. Could you make a screenshot of the Logic window to show what kind of instrument you're trying to play with SP-4 as a MIDI controller?