VST Instruments Silent Other Than Default

[Dane Lawlor]

Hi there, I am a total newbie to DAWs and Cakewalk, and I'm having trouble in which I cannot hear the notes I play using my MIDI controller, but only when I am utilizing the different instruments that come with the DAW. When I just add a new MIDI track, I can hear the basic grand piano just fine, but the moment I change instruments, no audio. This is especially strange, because the visualizer shows that input is being detected. I tried linking the sampling rate of my windows speakers to the sampling rate of the project (this was a previously discovered fix for this issue), however it still has no audible output. If anyone can help me out here, that would be awesome. This program seems great, just gotta put in the work to learn it.  

(I added the tag bug report, just in the case it is a bug, but I understand it is of course more likely user error)