You need to understand that midi only carries note on/off, velocity, and controller and program change signals. So, from your midi out of the rev2, you currently only send note-info to your mac. There, it can be used to play sounds that are available in your mac. If you want your own rev2 to produce the notes you play through your mac, you need to feed the midi signal from your mac (midi out) back into your rev2 (midi in). You will only be able to hear your rev2 through the rev2's outputs. There are plenty of videos on youtube about connecting synth to computer, e.g., [url = https://www.youtube.com/watch?v=uHnKLzmkExo]this one[/url].
Note that in the above setup, your rev2 will play "dubbled": 1) the notes you play directly (local control), and 2) the signal returning from your mac. If you only want the latter (which I expect), turn "local control" off in the global menu of the rev2.
Or are these answers too basic and do you have other problems?