If you are talking about recording audio, all you need to do is add Spark as an instrument in your console.
Then when it appears you click once on the spark instrument and a drop down list will appear with checkboxes for specific outputs from Spark.
Then you will need to check all the outputs that you want to show as channels in Studio One. In Spark you will need to go to the mixer and set the mixer outputs for the pads to 1 - 16.
You don't need to add a new output to Studio One's timeline like you are doing. You just need to add it in the console like I described above and then right click on the mixer channel and click show in timeline (or an option similar to that). If you want all to show in the timeline then just select them all then right click and select to show them in the timeline.
You can also open the track list by pressing 'T' (... I think it's t, not sure as i changed my keyboard shortcuts) or clicking the furthest left option above your tracks on the timeline and then you can select which tracks are visible in the timeline from the instrument browser or the console. Once it's there you can select the midi device you created as the track's input, press play, and then record notes from the Spark VST into Studio One.
As for the external devices settings pictured here in your post I believe you only need to set up a keyboard instrument for receiving midi from spark in order to record midi into S1's sequencer. You shouldn't need to set up an external (send) instrument as that is for synths and other external instruments/processors. Spark is basically a VST instrument with a midi controller, and you only need to use it like another vst synth by dragging it into your timeline.