In ableton, make sure its enable in the midi settings (i.e. ‘track’ … I think thats the default)
on the pyramid, make sure the track channel is set to USB 1 (or whatever channel you want to use)
if you want clock then you will need to enable that on pyramid settings ->midi out -> sync usb, and also configure ableton to take the external clock.
(though honestly, ableton is better as a master clock usually)