hello radaget and welcome to (posting in) the forum
Let's try to get it working with the Reaper Virtual MIDI keyboard (VMK) first.
-- create a new track
-- add a synth plugin to it
-- open the VMK (Alt+b, I think)
-- RecArm the track
-- select the VMK as the Input:MIDI device (right-click the RecArm button for the menu), select "All channels" too
-- make sure the "Monitor Input" is on (right-click the RecArm button for the menu)
Click the keys and you should hear the instrument.
If the track is receiving MIDI then a red square (MIDI received) and red line (MIDI velocity indication) can be seen in the track meter - in the Default theme temporarily disable your VSTi to see them, or temporarily switch to "Default 3.0.
All Ok so far? If so:
-- check in Preferences > Audio > MIDI devices, that your XBoard is enabled for Input (and for Control?) - right-click the device name for the menu
-- select the XBoard as the Input:MIDI device, select "All channels" too
Play the Xboard keys and you should hear the instrument.