Have your controller connected to your computer with a USB connection.
Choose the "Arturia Keylab Essential 61" that's highlighted in your image in your Studio One A New Keyboard "Recieve From" drop down menu. You can also select it in the "Send to" drop down menu.
This set up the keyboard controls to play and control instruments. The "Recieve from" make Studio One able to recieve from your controller, and the "Send to" make Studio One able to send to your controller, if you for some reason need that.
You don't need a "Arturia Keylab Essential 61 in and out" for this. Just use "Arturia Keylab Essential 61".
Then also add a Mackie Control following this using the Arturia Keylab Essential DAW In and Out you mention:
https://www.arturia.com/faq/keylabessential/keylab-essential-tips-tricksThis setup the Mackie controls you use to control your DAWs transport bar/ all the function your controller have to control your DAW functions.
I assume there are more informations in your Arturia controller manual about this.
Does'nt this work?