Hi,
I wouldn't give up on the gear you already have just yet. It could be that you still don't have something set up correctly. It's unlikely to just plug and play. Depending on the system, there could be USB/Midi drivers to sort out, the Casio may need to have something set, and the computer and DAW need to be recognising the input too. Have you set anything up for midi before, or is this a first try? You could post all your specs (Casio model, your computer's operating system, etc) and see if anybody here has experience of setting up something similar. It isn't necessarily complicated, but you may just have missed a step.