That depends.

Human Playback can interpret (= play back) items that do not have a playback effect.

Check your Human Playback settings, in the Playback Controls, and in the Human Playback Preferences.

I'm not seeing anything that will help me in there. I'm trying to make sure that the sustain pedal sustains notes in the piano part, and that slurs keep the notes sustained into each other. 

You went to

MIDI/Audio menu > Human Playback > Human Playback Preferences…

- right?

You also went to

MIDI/Audio menu > Human Playback > Custom…

- right? - or perhaps not?

In the dialog box Human Playback Custom Style there are many options, including options for Slurs and Pedel Markings.

I recommend that you study the relevant paragraphs in the online manual.

Michael,

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?

I'm using MIDI Playback. I went to MIDI/Audio menu > Human Playback > Human Playback Preferences…

and to

MIDI/Audio menu > Human Playback > Custom…

I have no idea what to do in there.

As is customary, the online manual tells me what can be affected in this dialog box, but doesn't explain how.

… I have no idea what to do in there …

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).

The check boxes were all selected already, but I don't hear any sustain pedal activity.