You need to use the keys on the controller, but with the controller making no sound (if it does make any sound). The controller should however generate midi instructions, note on/off, etc. These instructions will go via the midi cable from the MIDI OUT of the controller to the MIDI IN of the Fantom, and the Fantom will make the sounds using it's own facilities. Just as if you were playing keys on the Fantom (if it has any). Note Eddie's comments about channels, some devices do not transmit MIDI on all 16 channels, some devices do not receive on all channels.
Connect things up, and see what happens. Let us know. As much detail as you can.