Some things to try:
It's probably smart to find out if it's in or out or both that's the problem. Often there's some kind of visual aid in sequencers that clues you in if it's receiving midi. Like a small LED or something like that.
Now try to prepare a track for midi recording, and start recording, do you see if anything gets recorded? Some sequencers seems to record but there's no actual midievents.
If you manage to record something (even if you didn't hear what you recorded) you're probably close. Most sequencers I've seen lets you force midi out port/channel per track. Try that...