Hi Roger,
I'm not completely clear on your setup. You say you are using a USB to MIDI connection? Since the CP4 Stage has both USB and MIDI connectors and the computer only has USB connections, we assume the the 5-Pin MIDI end is connected to the CP4 Stage. But then you say, "not the 5 pin cables"... this has us confused. Please clarify.

One thing for sure that may help: if you have a 5-pin connector physically connected to the CP4 Stage then set the MIDI I/O = MIDI.
If you have a USB cable connected to the CP4 Stage then set the MIDI I/O = USB

I cannot decipher from your post which connection you have, but you need to match the MIDI I/O setting to what you are actually using. If this does not fix things please post back with clarification and the type of computer you are connected to and the version of the Yamaha Steinberg USB-MIDI Driver you are using, thanks.

Thanks and sorry for the confusion. I am really new to all this.

I am using what looks like a cable type A and cable type B USB connection. The connection to my computer is the usually very flat rectangular USB connection one usually finds on a computer - and the connection to the CP4 is less flat, still a rectangle (but not as flat). Its looks like this cable on Amazon and is NOT the 5 pin connection (should I be using the 5 pin cables instead? I can buy these if that is the solution).

https://www.amazon.com/USB-2-0-Interface-Keyboard-Microphone-Instrument/dp/B01BIE98PO/ref=sr_1_6?s=books&ie=UTF8&qid=1493160445&sr=8-6&keywords=midi+cable

And I have set the Midi to USB on the UTILITY window and turned the master controller to OFF.

I am using a brand new Windows 10 machine from Lenovo computer with an I7 chip. Should be plenty fast enough

I downloaded the latest Yamaha Midi file off the Yamaha website. But I will say it wasn't clear if it ran or not but I hit the exe file and something happened. But I am getting a connection, just not getting CP4 to play the Kontakt sounds - more the other direction.

Hope this helps, thanks so much for the help. Roger

That is a USB cable. Then make sure your CP4 Stage is set to MIDI IN/OUT = USB

I downloaded the latest Yamaha Midi file off the Yamaha website. But I will say it wasn't clear if it ran or not but I hit the exe file and something happened. But I am getting a connection, just not getting CP4 to play the Kontakt sounds - more the other direction.

Downloading "the latest Yamaha MIDI File" I'm afraid is not good enough information.

You are having issues, the way to solve the issues is to verify that you have EXACTLY the right items. So the Name and Version of the file you downloaded and the verification that you have properly installed it - is OUR GOAL.

So what you want to do is verify that you have downloaded and installed the YAMAHA USB-MIDI Driver version 3.1.4 for Windows.
With you CP4 Stage connected via USB - on your Windows 10 Computer go to CONTROL PANEL > HARDWARE and SOUND > Find the blue YAMAHA USB-MIDI Driver icon > Double Click on it.

We need to know exactly what you mean when you say "I hit the exe file and something happened." _ That is an important detail. Please let us know.

Thanks, I have done this and my Yamaha USB-MIDI driver (WDM) version is V3.1.4

I noticed the "thru on/off" is unchecked and there are two buttons "set All Note OFF" and "set all Note ON" do I need to click one of these?

By the way, the issue may be with Kontakt and not the CP4.

Please let me know any new steps, thanks for your help, Roger

Any more ideas?

Unfortunately, I am able to play the CP4 sounds in Kontakt on the little tiny software piano they have built into their software. But I want to go the other way, to play the Kontakt sounds I paid for using the CP4 keyboard. Should I purchase a 5 pin midi cable from CP4 to computer USB? would that work?

Maybe I need to post at Kontakt forums? sounds like the solution may be in that software.

Unfortunately, I am able to play the CP4 sounds in Kontakt on the little tiny software piano they have built into their software. But I want to go the other way, to play the Kontakt sounds I paid for using the CP4 keyboard. Should I purchase a 5 pin midi cable from CP4 to computer USB? would that work?

No, a USB cable is all you need. Your issue is a simple one of configuration, and likely not CP4 Stage specific. You should be able to select the CP4 Stage's driver as the Input Source inside of Kontakt

I'm sorry but I do not know Kontakt. You seem to have just one direction of communication - if you can post a screenshot of the MIDI SETUP screen from your program that would help.