new here. I recently bought an R3, trying to step my producer game up

What I did so far is create a MIDI track and select the R3 as MIDI Output. There is also an AUDIO track which plays the sounds of the R3. This only happens when I play the keys on the R3 tho and not when I play the MIDI in Ableton.
Any advice how to do this? I'm relatively new to the tech stuff.
Thanks in advance!