There are a few things you need to do to be sure your midi controller is recognized by PT and properly communicating with it. If you have not done so, you will need to set up your controller in the MIDI studio option in PT. If you do not know how to do this, the manual spells it out pretty well in the MIDI chapter, so I would encourage you to reference that.
Once you have set up your controller correctly in the PT MIDI studio, then you should be good to go. On a PC there is one VERY IMPORTANT thing to remember, you MUST have your keyboard turned on and the connection recognized by your PC BEFORE you boot up PT. If you boot up PT and then turn on the controller, PT will NOT properly "see" you controller, and you'll be pulling out your hair wondering what's going on. (I learned that from a bald guy -
)
Also, you may need to record arm the instrument track in order for it to pick up the controller info. If you've done all that, you should be good to go.
Hope that helps.