Roland Integra 7

[TheoK]

Hey guys. I am new to Roland and decided to join the forum. I just bought the Integra 7 and I am using it with AKAI MPK225 Professional. I downloaded all Drivers and Instrument files for my DAW. I am using Sonar Platinum. Though kind of complex, I have managed to connect! Though I am recording sounds from the Integra that shows midi input and output, I don't have any sound. Not even the audio file that is recorded. I have the Scarlet 2i2 Focusrite for Audio Recording. I disabled it and in windows settings I set it to Integra 7 for input and output. I have played around with the settings in Sonar and Windows and no combination seems to work. The only way I can here what I play is through the monitors. But if I am recording, I like to use the headphones. They work when connecting them to the Roland but I don't know if I have the processed sound.
So my questions are:
Can I hear what I play from the AKAI through the Roland through Sonar?
Do I need a different device for Audio or can I situate the Focurite in a way that it will work?(like rewiring it).
Do I have to use the Phones from the Roland, and will it give the sound that is produced Post in Sonar or the Original sound before it being processed in Sonar(effects,EQ, etc-VST plugins}
Any help would be appreciated.
Thanks
Theo