Sometimes Keyboards need to be manually set to send midi, or send it on all channels etc..... as for Reason, I've never used it, but if its like Fruity Loops you should be able to go into the Options Settings or whatever and have it "sense" for midi on any channel.
Is your controller USB? If not then "Midi out" on Keyboard to the
"Midi in" on your interface. You are sending midi information from your controller to the software. If you have multiple options for midi channels on you keyboard then you'll have to make sure that your keyboard and "controller in" on reason are on the same channel.
BTW there's no such thing as a stupid question. If you knew the answer you wouldn't have asked.