spy

This is the setting I was looking for. I was searching under MIDI tab but it was right under my nose in Audio tab. Thanks a bunch!

Hmm, I did indeed have that box checked, but it didn't have an effect. I was trying to find a setting for the sample rate in Cakewalk and I noticed that if I have my options (preferences) open it works in the background but when I close the options it stops working again. For me this makeshift fix works since I just need to hear the keyboard while I'm scrolling a pdf or watching a video in browser. So for anyone looking for a fix: click edit and preferences and leave it open and it should funnily enough work. I'm using DecentSampler for my midi instrument so if you use something else your mileage may vary. Edit: Solution below thanks to User 905133

Is there a way to keep midi keyboard active while cakewalk is minimized/not active? It sometimes works for me but most of the time when I active other window my keyboard stops working. Sorry if this is trivial, I'm complete noob and can't find out how to do it.