You are using MIDI tracks, so there is no Audio until you Render the MIDI to Audio.
Use the above mentioned method to select the whole track.
Then right-click and 'Auto Convert' the MIDI to wav using the option shown in image below.

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RenderMIDI2WavFile.jpg (88.8 KB, 48 downloads)

Make your sound your own!
.. I do not work here, but the benefits are still awesome