My First Steps And Problems With Logic. Options

[machwok]

Hi,
I hope my topic will be understantable (english isn't my first language and the last time I used music program (Cakewalk) was about 8 year ago)
A few day ago I bought my first in my life Mac and yestarday I started an adventure with Logic. As always begings are hard. I want to create my first project by using piano roll, but I do something wrong, bacause it doesn't work. When I create new project I choose "External MIDI". I do this because it's only place where I can see instruments which I want to use (piano, bass, drums etc.). But when I choose any of instruments and I use a piano roll (now I don't have any external MIDI keyboard and it's why I use an internal piano in Logic) I can't hear anything. When I, for example, choose loops it's ok, but when I add this to my project and press "play" I can't hear anything again.
Could you tell me what first step I must do? Which kind of project choose to do what I want, that is put note after note in piano roll and of course hear it?
By the way, do you know how to use sf2 files in Logic?
Thanks for any help.