SYSTEM SETUP on the XR20 is what you want to get into, now there are three instrument layers on the XR20 (DRUM, 1 SHOT and SYNTH) and you can switch between them when using SYSTEM SETUP on the XR20.
Page 1 of SYSTEM SETUP is MIDI CH (channel) of the currently selected instrument layer, your software and XR20 can only communicate if they are both using the same channel, the default for DRUM is channel 10, now if the software instrument you want to trigger is using channel 1 then you need to change the instrument layer of the XR20 to channel 1 or you need to change the software to receive on channel 10.
Page 3 of SYSTEM SETUP needs to be set to ON or the current instrument layer will not transmit any MIDI data, the default setting is OFF so you need to change that.
Page 4 lets you change the note value of each pad, if you hit a pad it will display the note it is transmitting, you can then change the note with the jog wheal or with the numbered key pad, you can also change some software to respond to the note the pad is already transmiting.
For further reading look in your manual under SYSTEM SETUP.
Also you might want to write down the factory reset procedure in the back of your manual so you can recall the default factory settings if you ever need to.
WARNING this procedure will wipe out any shit you have saved or changed in the XR20.
1) Turn the XR20 off
2) Press and hold the SAVE/COPY and ERASE buttons.
3) With both buttons held down, power the unit on and hold the two buttons for 10 seconds.
4) Release both buttons and let the unit boot up (it may take a few seconds for the screen to change from displaying SYTEM REINIT to displaying AKAI XR20)