I have an older Yamaha psr-310 keyboard, which I wanted to connect to lmms but for some reason it doesn't work, I did everything correctly as far as I know. Is there maybe a problem with the Keyboard? Is it too old?
How did you connect it ? This keyboard does not have usb, I am willing to bed you're pc does not have midi ports?
What operating system are you using?
What version of LMMS ?
I am not an expert on midi to usb controllers, but its possible you have the wrong one.
There seems to be two types.
"Computer games don't affect kids; I mean if Pac-Man affected us as kids, we'd all be running around in darkened rooms, munching magic pills and listening to repetitive electronic music." - Marcus Brigstocke
Have you followed the connection guide to the letter? https://lmms.io/wiki/index.php?title=Using_MIDI
even the sequence of connecting cables and turning the hw on, is vital for success!
Try disconnect everything and do a fresh retry, to the letter