You didn't say which MIDI cable interface you have, nor whether you are running Windows or Mac, or which version of BIAB you are running. The problem could be the adapter you are using.
I have an earlier version of
this E-Mu MIDI adapter, which has worked fine for me on Windows 7, 8, and 10.
Others have used
this M-Audio MIDI adapter. And PG-Music sells
this Roland unit on its site.
If you are seeing input from your keyboard, then the computer should be receiving the data. However, it may be a channel setting issue, or the synth settings, or a number of things.
Give us more information and we can probably get you working.