If a faucet isn't connected to the water mains, there's no way for the faucet to distribute water, period. In the same way, if the audio outputs of a device are not connected to the audio input of another, there's no way for the audio to travel from the first device to the latter, period.
The only ways I can think of (there may be others I'm not thinking of right now) that you had "sound" before are:
The sound wasn't coming from the Clavinova (for example you were using a software instrument).
The audio outs from the Clavinova were connected to audio inputs on your Mac's built-in audio interface, or on a 3rd party audio interface.
You were monitoring the sound from the outs of the Clavinova, not from your Mac.
You were using a mixer which was mixing the Clavinova with the output of your DAW on your Mac.
A USB cable directly connecting your Mac with the Clavinova was transferring USB-audio from the Clav to the Mac.
Is there a set up then you would recommend for me just getting into working with Logic?