In Cakewalk, make sure the correct midi drivers are being loaded and set them active in the midi pop-up menu. Your soundcard or midi card won’t be the same as mine, so all you can do is try everything, like I did. The manuals give sort of a generalized list of settings. I had to experiment with different settings. These are the settings that finally worked for me.
With the 880, press ‘system’ until ‘sys midi prm’ appears.
In sys midi prm, set:
Midi thru to out
Sys ex rx to on
Sys ex tx to on
Mmc to slave
Ctr local to on
Ctr type to excl
Pc scene on
Pc eff to on
In sys sync/tempo, set:
Source to int
Syn gen to mtc
Mtc type to 30
In Cakewalk set the sync stuff to:
Mtc 30n mmc
In the audio pop-up menu set to:
trigger and freewheel
Sync start