Midi keyboard track assign question

Hello

First apologize if this question was already answered, but I could not figure it out :)

I've swapped recently from Cubase 8 to Reaper. I use my DAW only with VST.

In Cubase, with my Midi keyboard plugged in (a Nektar p6), when I select a track with a VST, only this instrument is played when I play the keyboard, this by default.
In Reaper, all the tracks with VST are played by default when I play the keyboard, regardless the selected track. Is there a way to play only the selected track, without switching off the other ones ?

thanks

Midi keyboard track assign question