The midi implementation on the JP-8080 is very strange. Maybe it will help if it is explained.
Each part get set up on it's own midi channel. You can address each part as it's own synth by using the MIDI IN. In this case you loose performance features like RPS and Arp. Using the KYBD IN allows you to address each part on the same midi channel. Well actually, the JP takes the midi in data and redirects to the 2 parts. Which notes it sends to which part depends on whether you have the performance set to SINGLE/DUAL/SPLIT. DUAL is where each incoming note on the REMOTE KEYBOARD CHANNEL gets directed to both parts. SPLIT is where incoming notes get directed to one part or another depending on where the SPLIT POINT is. Notes above it go to upper, notes below go to lower part. SINGLE is only one part gets notes.
Which MIDI port in you use is also going to depend on whether you are going to place other equipment on the MIDI downstream of the JP. If you have to put equipment downstream of it, your best bet is to use the MIDI IN. The MIDI OUT port from this doubles as a midi through as set in the settings. In this configuration, the JP uses the 2 midi channels designated in each patch. You switch individual patches on the appropriate midi channel. You may also just just select the PATCH button to see what patches you are using.
If you like using the performance mode of the JP, then you will have to manage to place the JP at the end of the midi chain (unless you have a patchbay). To change performance setting remotely (from cakewalk), you will have to use the REMOTE KEYBOARD IN. There's just no way around this. When you use the remote keyboard in, this pretty much renders your midi thru useless (unless it is going straight back to a sequencer). The remote keyboard in filters all messages not destined to the to parts and even filters midi clock.
Now that you may now have decided which mode to use, lets set up cakewalk. If you are using the REMOTE KEYBOARD IN, then you just need to use one track. Set the midi channel to the remote keyboard channel. That is done. Remember that what note you hear depends on what mode the JP is in (dual/single/split) and in the case of SPLIT, where on the scale the note is played. If you use the MIDI IN, then you need 2 tracks, one for each part. Each part behaves like it's own synth.
Remember that if you have the midi out going back to the sequencer that you have LOCAL OFF!