Need help with Pro Tools

Hey there, I'm fairly new to DAW's and I bought Pro Tools 10 a few years back along with a Mbox and an Axiom 25 but I can't seem to figure out how to use the keyboard to make sounds with Pro Tools, I'm not sure if I have it set up properly but when I hit the play button, stop or record it is controlling it through pro tools so I feel like I have it plugged in properly but am wondering if I'm also suppose to have it plugged into the Mbox or rather if it's even set up properly in the peripherals. I have it set up under MIDI Controller, Receive From: Axiom 25, DirectLink In, Send to DirectLink Out. Anyway, I just want to be able to hit some keys and make some noise or use the drum pads on it and set up samples or something.