Go to Play Mode and on the right side you see the VST Instrument rack, where you see which instruments are loaded. Left to the string “HALion Sonic SE” are three icons, the middle one depicts a strange looking ‘e’. Click on that and the HALion editor window will open.
Then try and play on the virtual keyboard and test if sound comes out.
If not, then please create a simple Piano project with a handful of arbitrary notes and post here. Please zip up the project beforehand, as the forum doesn’t accept the .dorico extension.
Additionally you could also zip up the folder C:\Users<your-name>\AppData\Roaming\Steinberg\VSTAudioEngine_64 or ~/Library/Preferences/Steinberg/VSTAudioEngine_64