Plug one end of the MIDI cable into the "MIDI Out" port on the MIDI controller keyboard. Plug the other end of the MIDI cable into the "MIDI In" port on the audio interface.
Plug one end of the TRS cable into one of the "Left Output" TRS jack on the audio interface, and plug the other end of the TRS cable into the "Left Input" on the keyboard amp. Use the other TRS cable to connect the "Right Output" on the audio interface to the "Right Input" jack on the keyboard amp.
Turn on the Macbook Pro and click the Apple menu, then "Preferences," then "Sound." Click the "Input" tab and select your USB or Firewire audio interface from the drop-down menu.
Click the software synthesizer's desktop icon to launch it. Alternatively, click "Go," then "Applications," and select your software synthesizer from the applications list.
Click "MIDI Channel" in the software synthesizer and set it to "1." Some applications allow you to open multiple software synthesizer tracks, in which case you should assign the MIDI channel on the 2nd track to "2," and assign the MIDI channel on the 3rd track to "3." MIDI allows up to 16 assigned channels at once.
Press "MIDI Channel" on your keyboard and set it to "1." If you have assigned multiple MIDI tracks to different channels, then the keyboard can switch between MIDI tracks by switching channels. This means you don't have to interrupt a performance to change MIDI tracks.
Click "Options" or "Preferences," then "Output" in the software synthesizer, and select your USB or Firewire audio interface as the output device if it is not already selected.
Turn the volume all the way down on the keyboard amp, then turn the keyboard amp on. Press a key on the keyboard, turn the volume up gradually, and listen for a sound.