Help 4 a Newbie! Akai Professional Max49 --> Akai MPC Studio

Hi to all and sorry for my Newbie-Question
I've a MAC with the MPC Studio, now i want to connect an Akai Pro Max49 Synthesizer to the MPC Studio.
How does it work?
Should i connect it with MIDI IN/OUT to the MPC? Other possibility?
I want to play some sounds/piano on the MAX49 to record it directly on the MPC Software on the MAC.
But no sounds from MAX49 are incoming on the MAC.
The sounds from the MPC Studio works without any problems.
I think i'm to stupid.

Thanks a lot for your help.
Greetings

Hook up your keyboard to the computer. It It controller like the studio is.