Okay, thank you I appreciate that. I will like the comments as I see them, I didn't even know you could mark something as solved, so that's my bad.
So, first, I'm using a Alesis Multimix 4 USB FX. In this, I have my microphone and headphones plugged in. The box itself has been plugged into my Lenovo computer. According to both my settings in Cakewalk and regular settings on the computer, the output is the USB device and the input is also the USB device. This was working perfectly fine until I had plugged in the MIDI using my ydp-181 arius yahama piano.
As we discussed, I couldn't hear anything but then because of the forum I was able to figure out that I needed a soft synth, and that worked fine for me.
Then, once I unplugged the MIDI, the sound for everything went away. Naturally, I checked my settings, and everything looked as it should be. I did the same for the preferences in Cakewalk, still nothing. I also found I couldn't real anything on my actual, real-life piano even with the MIDI completely unplugged. I was only able to hear me clicking the physical keys when I reset my piano.
Then, I tested changing the output to my regular computer speakers, and was able to hear everything perfectly.
It was once I put in the headphones I couldn't hear it.
I had the guys at Windows check it, they said everything is up to date and that the sound should be coming out.
I tried different headphones and a different wire, still nothing.
Cakewalk reads the noise, it's just not coming through. I thought maybe completely resetting the audio would fix it since I had to reset my piano in order to hear it again, but I don't know if that's even possible to do.
I hope that all made sense.