Put the plug in on an instrument track, arm the track to record and hit record on the transport. This will record the midi events on the instrument track. When you hit play on the transport after you finish recording, the midi note/controls will trigger whatever instrument you have inserted on that track (in this case a grand piano VI).
If you don't want to always use the virtual instrument, bus the audio out to an audio track, arm the audio track and hit record on the transport. This will create and audio track, you can then make the VI track inactive (saves on CPU power)