Indeed, killing USB Power Management is a must. Beyond that, Peripherals is NOT where the midi keyboard needs to be setup. Go to(inside Pro Tools) Setup>Midi>Midi Studio. This is where the keyboard/controller needs to be setup. If its not there, create a new "instrument" and name it whatever you like("Alesis" without the quotes is as good as anything). The next 2 boxes for brand and model are not required. The Input Port is the crucial setting. For you, it would probably be something like
Alesis Q49 USB[Emulated], but it should be an obvious choice on a short list
FWIW, on my rig, I use a Yamaha Motif, and lately I find I need to re-select it as the midi source from the Instruments box(go to View>Mix Window Shows>check Instruments) at the top of the strip in the MIX window
BUT(great big BUT), since you have only 1 controller, by default, the Instrument Track will receive ALL, so you should be good to go(once Midi studio is set for your hardware).