Iâ?? m not an expert but i try to explain it to you.
One thing is important: MIDI does not transmit Audiosignal.
If you want to here your digital piano then you might put your headphones directly to the output of your digital piano or connect it with your audio-interface or your mixer.
If you need to play Logicâ??s Plug-Ins or third party Plug-Ins, choose on the Arrangepage in the tracklist by clicking a trackname: Audio -> Audio Instrument, now you can Insert an Instrument for example the ES2 Synth in the I/O insert slot. Now you should hear the played notes on your mac book thru the integrated audio (speakers or headphones or connected monitors)
If you want to hear the internal Quicktimesynth you have to open the environment. Then choose the MIDI-Instr.-Layer. By clicking the new button in the menu choose internal -> Apple Quicktime. Now choose -> new -> Multi-Instrument. Cable them by draging an arrow of your Multi-Instrument to your QuickTime Synth. There are 16 Channels, enable all of these channels. Now go to the arrangepage click a trackname and choose MIDI-Instr. -> Multi-Instrument. In the checkbox of your Multi-Instrument you can enable the program-checkbox and choose your requested MIDI-Instrument.
I hope i could help you with your question.