Hello Flashback,
Are you currently using the Free Edition of Hauptwerk? Or evaluating Hauptwerk with a view to buying a licence in the relatively near future? (If the former, no problem, but we don't provide formal support for the Free Edition, so I'll move this topic to the Free Edition area of the forum in that case.)
Are you using the current version of Hauptwerk (v4.0.0)? If not, please upgrade to that first. It can be downloaded on our main downloads page here:
http://www.hauptwerk.com/downloads
The Hauptwerk version 4 user guide has a very comprehensive section on how to use Hauptwerk v4 with MIDI sequencers, with step-by-step tutorials for Logic, Cubase and Reaper. Although it doesn't currently have a tutorial for Sibelius specifically, the process is be essentially the same as that for Cubase (with MIDI via the virtual MIDI cables) in terms of how MIDI ports should be configured and there's a section in the guide that covers the important general steps for use with sequencers for which we don't have specific tutorials.