If you're not able to trigger sounds while hitting the SPD-SX's pads, then it's most likely that the Local Control setting in the SPD-SX is set to "OFF." Set Local Control to "ON" with the Steps below which should solve the issue.
- Press the MENU button.
- Press the Function 2(F2) button below the display to highlight the "SETUP" icon, and then press ENTER.
- Use the cursor buttons to highlight "MIDI" and then press ENTER.
- Cursor to LOCAL CONTROL, and then press the + button to choose "ON."
- Press EXIT when you're finished. The new setting is saved automatically.