Is there someway that I can prove the working of the MIDI in and out?

You need 2 things configured correctly:

1. You need MIDI from the keyboard driving the application on the computer. Sounds like you've gotten this far but unclear if it's working properly. Do you see the app window respond when you hit keys and pedal? If you go into the application preferences and click the MIDI tab, you should see a window showing each midi message when you press/release a key. If you DON'T see anything there, you'll need to go to the Devices tab (left) and specify your MIDI device (sounds like you've got a active cable), which may in turn need drivers installed if you haven't already done that. I usually leave this set to "Listen to all MIDI devices" to simplify things. As mentioned above, make sure your cable is connected to the correct port; those active cables usually have 2 MIDI ends, In and Out. You want the one labeled IN (meaning INTO the computer) connected to OUT from the keyboard.

If you're seeing response within the application, then...

2. You need to tell Pianoteq where to send the resulting audio. Again in that "Devices" tab, make sure Output is set to something you have hooked up, i.e. built-in output if you're using internal speakers or the audio out jack on your machine, or whatever interface you're using if you have speakers/headphones hooked up to that instead. If you don't see your device listed, it may need drivers installed/updated or to be restarted or reconnected (it's rare, but cables can cause problems). There is a 'Test' button that will send a basic tone to verify the sound output is working.

      * Make sure speakers are powered (if needed) and volume is up (can't tell you how many times i've done that)...just don't leave it up while you're troubleshooting as that's a good way to blow speakers and eardrums when it does start working!

I think it's unlikely you've done any damage...just need to get the config right. Let us know if you have any luck

Which MIDI-to-USB cable are you using? Make sure you connect IN to OUT and OUT to IN, not IN to IN and OUT to OUT. There's a MIDI monitor in Pianoteq you can check things with.

I was trying to use XLR Cable to Phone jack on the inlet of Behring Audio Interface box which meant making up a length of wire still with XLR on the back of the PC and wiring phone Jack to the inlet of the Box. The outlet of the box has a cable with USB to USB  on the  PC. It was always chancy as I didn’t know how the wiring was connected to the XLR.socket.

I believe you should give us more detailed information... (as brands, models, if you can a drawing of what you did)