Z800 Midi Controller Issue

I'm using the Z800 Workstation at a Video Audio editor...     I bought a bad ass Midi Keyboard and software that plugs into USB...    THE PROBLEM is that the audio comes out of the tower speakers where you would normally hear system beeps.  I'm unable to make the audio come out of the headphone jack.

I was told it may not have a Midi interface?          Not sure if i need hardware or sortware......