You have to make sure you have the right inputs and outputs, then you can begin to learn from the Help tutorials:

1. Go to 'Options' – 'MIDI Devices'.
2. Make sure your USB keyboard is selected as the input (either “USB Audio Device” or something with the keyboard's name in it), or if you are using a MIDI connection, the MIDI input of your sound card. This could be either “MPU-401” or something like “SBLive MIDI IN”.
3. Make sure you have one output selected. It should have the word “synth” in the name.

Now that you can play the keyboard and get sound out of the program, you can begin to learn. Go to 'Help' – 'Contents' – 'Tutorials'.
Now you can go through the informative tutorials to learn how to use Sound Studio II properly.