Hi,
Mandatory initial basic questions:
1 ) Are you using a Mac or Windows computer?
2 ) Were you running the Analog Lab 4 software on your computer while you had your KeyLab connected to it through USB ? ...if not, try to find in your computer the "Analog Lab 4" application and start it.
3 ) If yes, does it show at the bottom of the Analog Lab 4 window, a cogwheel icon next to "MIDI Controller: KeyLab Essential" ? If not, click on whatever name it shows (maybe "Generic MIDI Controler"?) and it'll show a list of MIDI controllers. Select "KeyLab Essential"
Regarding no sound coming out:
4 ) Can you see a graphical representation of a keyboard on the Analog Lab 4 application, at the bottom? If not, next to the "KeyLab Essential" reference I mentioned above, to the right, there are some icons, the second is a 5 key keyboard icon. Click on it to turn it blue, if it's white.
5 ) If yes, does clicking on the keys of that graphical keyboard make any sound ? If not, click on any of the presets in the list above, in the center and try again.
Now about both issues:
6 ) Still no sound or still no control of the Analog Lab 4 software through the KeyLab? Click on top left corner of the Analog Lab 4 window where it has an Arturia logo, a blue (A) and "Analog Lab" text, then select "Audio Midi Settings"
7 ) In the Audio Settings, check if there's a Device selected and at least 1 of the entry(ies) selected in the Output Channels. Try clicking the button below "Play" to hear a Test Tone.
8 ) In the MIDI Devices section, check if "Arturia KeyLab Essential 49" is selected.
Did any of these helped?
PS: The first time you run Analog Lab 4, it should open the "Audio Midi Settings" automatically, to make sure your audio is working properly.
Also on that first run, it suggests you to go through its own tutorial, which is a good idea to follow if it's your first time using Analog Lab 4