After ZynAddSubFX install I also installed 'Jack' from the 'Ubuntu software center'
No sound was after the intall
I found this magic code:
$ zynaddsubfx -I alsa -O jack -a
This instruction helped to connect LPK-25 Midi keyboard.
http://terokarvinen.com/2014/usb-midi-keyboard-on-linux-akai-lpk25-professional
$ sudo apt-get -y install aconnectgui zynjacku zynaddsubfx
aconnectgui - this program connects the LPK and the ZynAddSubFX.