This is the step-by-step I found. It pretty much agrees with your procedure: https://www.jamorigin.com/docs/daw/#toggle-id-9-closed
I am able to get MIDI notes to go in, but not with any reasonable accuracy. I put it aside for months due to frustration with it. I don’t think it is the fault of Cakewalk. The idea of doing any videos has gone by the wayside as I do not wish to put out negative information.
I plan to buy a Jamstik Studio Guitar soon to give that a try.