Hi Alex,
Here are some clues to answer your questions:
1) Do you have AkSoundEngine.dll in your Assets/Plugins folder? If you do not, install the correct version of the plugin by using the menu Wwise->Install Plugin. The Windows version of the plugin also needs the Direct End-User Runtime to be installed. Is this your case?
2) Your banks should be in Assets/StreamingAssets/Audio/GeneratedSoundbanks.
3) Once the soundbanks are in the right place, and the DLL can be found, your script should work properly.
To be able to connect the profiler, make sure you install the Profile version of the plugin.
Let me know if this helps!
Ben