I'll post some of the basic stuff , sorry if you know this Charlie .
Midi is not audio , it is only a set of control signals .
these control signals can be sent to a synth , which will follow the commands of the signal .
It seem like your laptop is recieving the midi signals , so what you need to do is open a vst instrument for the midi to control .
You should hear something then.
Note there are specifics of each program (vsti , cubase , etc) that you will have to learn to get the vsti and midi all happy .
General advice is have a good fart about with the DAW and VSTi , google terms that you don't understand .
If you are still struggling then post back .