I had several hours to fight with the right setting within StudioOne.
Even the Support answer didnt help. So i had to figuer out how to.
So to speed things up
i like to share my settings that now works for me. If you figure out a better solution, let me know.
Open: Studio one / Options /External Devices
Add New Keyboard
name it and choose : "Recieve From": Choose: "Arturia Keystep37"
Also i choose the "Default Instrument Input".
To use Sequencer and Controlls you have to add another instance
Add "New Instrument" name at will
Now at "Send to" choose Arturia Keystep 37
also checkmark Send Midi Clock and Use Midi Start