When you start HW and load the St Anne sample set are you able to play it /produce sounds by using the mouse on you MAC to draw stops on each manual and touch the keys on the console display?
When you started HW did you select the midi device for the keyboard as a midi IN device? If you did when you load St Anne's sample set you should see a small indicator at the bottom of the screen flash each time you press a key on the keyboard.
Have you used auto detect to associate the keyboard with one of the St Anne manuals? Right click on the bottom keyboard, follow the on-screen instructions (to press the bottom and top key of the keyboard then to click the DONE button using your mouse). Use the mouse to pull out one of the great division stops and then press a key on your keyboard and sound should be heard.
This is all covered in the User Guide - look at the quick start section (section III page 33). You might also find it useful to read "A brief tour of a pipe organ" on page 43 of the user manual.
Iain