OK, good, you at least have the template sound set available to you.
1) Open Kontakt Player in stand alone mode. Load some patches. Do they playback when you tinker on KP's keyboard? If yes, close Kontakt Player, then...
2) Inside of Sibelius, open one of the TriggerTest files. Hit Play. Do you hear anything? Are you getting any error messages (attach screen shot if you are)?