Need help for beginner in recording to Adobe Audtion

Can't say that I'm particularly surprised that you're having difficulty with this. You have a software sampler which produces what amounts to a 'virtual' output and that's feeding directly to the output that you've specified in Windows that you want to use on your  Audiobox. The only way that you'll be able to record that is by connecting the output of the Audiobox back to the line input, selecting that as a source in Audition (you have to do this on the track that you want to use for recording) and recording it that way. You could at a pinch try using Virtual Audio Cable to route it internally, but this is, quite frankly, an almighty pain to set up.

The only other way this can work sometimes is if your software sampler actually arranges to have an output that can appear as a recordable source within Windows itself. In this case, you won't be able to use the ASIO driver for the sound device at all - you'll have to use whatever format the sampler outputs in  - probably MME. However you look at it though, this isn't an Audition issue - it's a matter of locating the source, in the format it's available in, and assigning that to a track. With virtual instruments, this has never been simple, I'm afraid; it requires a good understanding of what's going on inside your computer.

On top of that, Audition isn't a good program to do this with, as it doesn't handle MIDI at all - it's editing software at heart, not music creation software.