If you enable a MIDI keyboard controller (or other MIDI device) in addition to your guitar audio input, the MIDI Device must be positioned in the Chain before your selected Instrument (synth). Otherwise, you’ll get no sound from your keyboard.
This was not obvious to me at first 
Yes this is the case for all modules. The signals flows from left to right, when there are no explicit cables. I guess we need to make this more visible.
I got caught by a similar assumption when I first went to use the Looper module. In hindsight it all makes perfect sense, of course–one has to know the notes before they can be picked up and sounded by an Instrument–but I hadn’t been used to thinking that way. For any of my live-looping with audio, you want that looper at the end of the chain, so that any sound entering it has already been fully processed–but with a MIDI looper, it’s “just the notes”* that the Looper captures, and those then must go on to be sounded and processed.
Just one of the many eye-opening moments in my MG3 journey, and frankly I’m happy to be having them!
*well…“just the notes” now includes MPE data too, and that’s just awesome.
Documentation would help–especially graphical 