Hi!
I thank you by sharing your comment, even though that wasn't exactly what I was trying to break down, huh.
Despite that, I found out this page: https://forum.scalerplugin.com/t/setup-cakewalk-sonar-cbb-how-do-i-make-scaler-trigger-other-vst-from-scalers-paino-keys/188/3
According to Scaler's developer, the most important aspect to take in account is to set the synth's input to Scaler's MIDI Ch. 1.
Once that you have done that, you could use Scaler without problems.
Then I used that knowledge in order to solve my problem. Turns out that it's the same situation! (I guess.)
I set my synth's input to Nora's MIDI Ch. 1.
I tried to see if I could trigger MIDI events, then I made Nora play a basic chord.
That did work, haha! MIDI events were correctly triggered and arpeggiated as well.
There are some screenshots of my setup.
Reinaldo Farías's post in I don't know how I could use Squareheads's Nora within Cakewalk was marked as the answer