I experienced the same issue but have resolved it. It is a Windows 10 quirk.  Go to:  (5476) How to get the KORG MIDI USB Driver to work with Windows 10 - YouTube channel: Tim Shoebridge. the midi drivers need to be located in the first 10  or Windows or Cakewalk doesn't see it. Now I have input but I can't hear it, I want to route the output through my Audiobox to my monitors but I can only hear the Kronos through the Kronos headphone jack, I'm sure there's a fix for that too.