Heresy is exactly right when he said most of the top helpers here are usually busy. You might get lucky once in a while but we normally arn't available to explain everything the second a new question pops up. Have some patience and as long as you're cool about it, you'll get the answers you're looking for.
Bulk dumps are typically used to dump patches, banks, internally stored seqence/song data, configurations, etc. Are you trying to backup existing data from your keyboard? Are you trying to use Cakewalk as a sequencer and slave your keyboard to it? Are your midi send & receive channels set correctly? Is midi enabled? Did you turn the keyboard on BEFORE loading Cakewalk?
Let's start by telling us exactly what it is you're trying to do...