Applies to: UltraNova
The first thing to check in this situation is that the MONITOR knob on the left side of your keyboard is set to SYNTH/INPUTS.
The second thing to check is the Local Control setting in the UltraNova GLOBAL menu. Local Control determines whether the UltraNova is to be played from its own keyboard, or to respond to MIDI control from an external device, such as a MIDI sequencer or master keyboard. Set Local to ON to use the keyboard (RE2 in the first page of the GLOBAL menu).
If you are still unable to hear sounds when you play the keyboard, check your cables and monitoring hardware/software.