One thing you can do to test the keyboard's MIDI ports is to get a MIDI cable-- not a MIDI-to-USB cable, just a basic MIDI cable. Plug one end of the cable into the keyboard's MIDI Out port, and plug the other end into the keyboard's MIDI In port-- i.e., the cable just connects the keyboard's two MIDI ports together.
Next, follow the instructions in the manual for setting up the MIDI functions and do the following: (1) Turn the Local Control function OFF. (2) Set the Transmit Channel to 1. (3) Set the Receive Channel to 1.
Now play some notes on the keyboard. Does it make any sounds? If it does, then that must mean that the two MIDI ports are working correctly, because while you've got the Local Control set to OFF the keyboard will not produce any sounds when you play it, it will produce sounds only for the MIDI data that it's receiving (which in this case it's receiving from itself).
If the keyboard's MIDI ports seem to be functioning okay, then the problem is probably in the MIDI-to-USB cable.
By the way, there's one more thing you need to watch out for-- USB 2.0 versus USB 3.0. It's becoming common to have USB 3.0 ports on a computer, but I've read that this can cause problems with cables and devices that aren't compatible with USB 3.0-- what I read is that the software running on the computer acts like it can see that something is plugged into the USB port, yet it can't receive any MIDI data over the connection. If your computer has USB 3.0 ports, that may be what the problem is. If your computer also comes with a USB 2.0 port, try plugging the cable into that port and see if it works.