if you go to quickstart manual, USB CONNECTIVITY -> USB MIDI input
“Connect Pyramid to your computer with a standard mini
USB cable and Pyramid will receive MIDI notes, CC mes-
sages, pitch, aftertouch, transport messages and MIDI
clock. USB works exactly like a MIDI DIN input.”
then, I think, you have to assign your MIDI channel ( DAW output ) to your current track.
Then, you should set the track output to MIDI output A, B or CV ( more or less, if I remember correctly )
have a look also to
Settings -> MIDI out -> MIDI A MODE
Configures Pyramid MIDI out A as a MIDI out (default), as a
MIDI thru (all messages received on the MIDI input will be sent
directly on the MIDI out A), as a MIDI out + thru (all messages
received on the MIDI input will be sent directly on the MIDI out
A, together with Pyramid MIDI messages).