Pianoteq and Korg c3500

First for testing purposes just connect your headphones to your computer's audio output.  This is the simplest arrangement and avoids complications.  You can do something else when you've checked it all works.

When you open Pianoteq, open the "options" window and select the "Devics" tab.  Check that the software is listening to MIDI inputs (try "Listen to all MIDI inputs" as an option).

Then check the Audio device and output selections are correct.  Note the "Test" button and try it out until you at least hear some noise.

If that looks OK try the MIDI tab.  Hit some keys and you should see some MIDI messages displayed in the window (e.g. "Note 081 On (A4)").  If you're not seeing that then the keyboard's MIDI signals are not being detected by Pianoteq.

I have a Korg C3500 too!

I'm using a Tascam US-122 audio interface.  In Edit...Preferences...Devices I have the US-122 MIDI port checked, not "Listen to all midi signals".

If you can use the mouse on the software keyboard in standalone Pianoteq, your audio should be setup correctly here.

For a bit more troubleshooting, if you are using an external audio interface, watch for the midi light to come on while you're pressing keys on that old Korg.  If this doesn't work, your problem is in the Korg - interface connection.  Verify that the midi cable is plugged into the Korg midi out, and into the midi in of the interface.

Once you have midi lighting up the interface, check if the software keyboard lights up as you press keys on the Korg.  If this doesn't work, check for the latest interface drivers, if needed, and test other parts of the interface - make sure that there isn't a midi switch or something that has turned midi off.

Report back with the results so far and hopefully you can say the problem is fixed!

Sounds a bit basic but check the pins on the MIDI side are not bent or broken.  One of the reasons I like USB is that I spent far too many years dealing with bent and broken pins in various PC interface stuff - a bent pin stalled a production line for three whole days once on a job I was involved with - and a right pain to find it was.

Don't know that particular MIDI-USB interface but a quick web search suggests it's a good plug-and-play unit.  What OS (and version of OS) are you using ?