I'm a first time user of the Raspberry Pi, got it all together, Noobs loaded and have the monitor, mouse and keyboard connected. Powered it up and it brought me to the wifi window. Selected the wifi, mouse works, selected the proper keyboard style, tried to enter the passcode for wifi and no response from the keyboard. The keyboard has the round connection and I bought the adapter to fit the USB.
No buttons appear to work, like num loc, caps .....

What am I missing?

You might be missing the fact that this is "ARDUINO` and not RasPiā€¦
Take a wander over to the Raspberry site and ask there.

Also those PS2 to USB connectors can be a bit hit and miss.
Much better off with a proper USB keyboard.

will do, I thought they were one in the same with diff versions.