One thing just to be clear on (I wasn't totally sure from the way you worded your post), but MIDI does not transmit actual audio signal, so you will need to make sure the AUDIO OUT from your MiniBrute is also hooked up to some kind of audio interface, monitor speakers, etc. Play it manually with the MiniBrute's keyboard just to make sure you can hear sound and there are no problems there. Then leave that in place, don't change anything, and move on to addressing the MIDI control.
Also this may sound "obvious" but make sure the MIDI OUT from your USB/MIDI interface is connected to the MIDI IN of your MiniBrute. To simply things for now, I would leave the MiniBrute's MIDI OUT disconnected (and corresponding MIDI IN to the USB/MIDI interface), since it is not critical at this point for the MiniBrute to SEND MIDI data to the computer, first you want to make sure your computer can send data to the MB and trigger some sounds.
Assuming all of that is hooked up correctly, not sure if I have any other suggestions. Do you have any other MIDI-capable devices you can test with? I know with some of those "cheap" USB MIDI devices there can often be problems (I say "cheap", but I paid $50-60 for one and it did not work properly, dropped notes, left notes hanging, etc.) If there is any way at all you can test with other devices to see if maybe there is an issue with the USB MIDI adapter itself, that would be something to check.
ALSO, EVEN MORE IMPORTANT, IN CASE YOU DON'T KNOW -- If you are just hooking your MiniBrute up to computer and not integrating other MIDI devices, you really don't need a MIDI adapter at all. The MiniBrute's USB port does this already. It carries MIDI data and registers in Windows as MIDI IN and OUT devices. If you just hook the USB up from MiniBrute to computer (exit FL Studio first), give it a couple minutes to install and settle down... then you should be good to go. Load up FL Studio and you should see MiniBrute in your devices.