MIDI is an instructional protocol and does not carry an audio signal. To get the audio into your NEO you will need to cable the stereo audio outs of the TD-6 to a pair of inputs on the 2488.
The MIDI light blinks because the MIDI cable is sending the MIDI note numbers and velocity of the drum pads you are hitting. Since the NEO does not know what to do with this information it will just ignore it.