OMG I am such a noob!

So. I went to a free MIDI song site and downloaded a MIDI file for Bill Withers Ain't No Sunshine. I used the BIAB open command for the midi file and a full chord sheet loaded. I then pressed play and heard the count in, but when the measures started lighting up and progressed, I got no sound at all. All the instruments showed up in the mixer. Obviously I am missing something painfully basic! Thanks for your continued education.