In REAKTOR 5.5 or higher there are no fixed input and output modules available in the Ensemble structure. Instead, you need to insert In Port or Out Port modules located in the Terminal section.
The port modules will flash orange when they are connected to a valid channel, either a physical input or output of your audio interface, or an available mixer channel inside your host. In the following picture REAKTOR is plugged in as virtual instrument, so there are no valid inputs available in the host. Also the 9th and 10th output is not available since the used REAKTOR plugin is limited to eight outs, meaning it only opens eight mixer channels in the host: