Since different sound sets may have different ways to activate "legato" under slurs or Piano Pedal [although most standardize this as CC 64 (right?)], we would need to know what sound set you are using to give specific help. Garritan Aria? MIDI Playback? Some other VST?
In the pane Interpret, make sure that you have selected the check boxes for Slurs and Pedal Markings.
… the online manual tells me what can be affected in this dialog box, but doesn't explain how …
Quoting the online manual (about the dialog box Human Playback Custom Style):
- Human Playback interprets slurs by slightly overlaying one note onto its neighbor. (followed by a long explanation of the finer details).
- Pedal markings indicated by Smart Shapes, expressions and articulations are interpreted by Human Playback. CC#64 (Sustain) data is added with value 127 (Ped) or 0 (*). (followed by a long explanation of the finer details).