It is not clear from your post whether you understand the differences between audio and MIDI files. If you do, my apologies for what I'm about to write..
Audio files should play in any suitable player because they contain everything that is needed to recreate the sound as originally recorded.
OTOH, MIDI files contain no audio at all. They are essentially a set of instructions to "play" certain pitches, for a specified duration, at a specified volume etc., etc. but they can only be "heard" if the user selects a suitable VSTi or VSTis (Virtual Instrument or Instruments) to actually produce the audible sound.
So, inevitable question; have you selected such an instrument on the Music Studio track where the MIDI file has been placed to actually produce the sounds?
The only other problem...I can't listen to the Exported file until I close down Samplitude.
Is there a way that Magix can share the Sound Card with other programs?
This depends on your audio settings, especially what ASIO driver you are using. For example the ASIO4ALL driver only allows ONE application at the same time whereas most drivers that are coming with audio interfaces do allow several programs to play audio sources at the same time. So, if you’re using ASIO4ALL then it’s the "fault" of this driver and you should either use the original driver for your interface or you have to look for an audio interface that has its own driver (like Focusrite, Steinberg ...)
The only other problem...I can't listen to the Exported file until I close down Samplitude.
Is there a way that Magix can share the Sound Card with other programs?
I use the FlStudio ASIO Driver. You can install a trial of FLStudio to get access to that driver if you don't have the program. I find this by far the easiest solution.