The solution to your problem is probably enabling MIDI Out (per track) exactly as described above or search SEND MIDI in the manual
The problem you will face in the short term and it could also explain the silence when sequencing is that there is a bug whereby the pads’ MIDI range when playing is offset from the MIDI range when sequencing, it’s a clear bug Analog Rytm OS 1.50: bug reports - #5 by avantronica
This would not be an issue for you if you were sequencing a piano with full range, you’d hear it (but offset), but if you were sequencing a drum rack that only covered a couple of octaves you could miss it entirely - so having enabled the SEND feature you could still face a problem - this is when using a MIDI monitor can be useful