I hardly ever use the mouse keys myself to be honest so you'll need to experiment with it. But look at the icon on the task bar, do the buttons change their shade at all when you press the cursor keys? That might give a clue as to which ones are active.
Okay just done a bit of research and hopefully this might help.
Having played around with it a bit, you need to press the (and I'm using the notation of the diagram above which is the numeric keypad on your keyboard) 'left mouse button' and then the 'click' button to emulate a left click of your mouse or press the 'right mouse button' and then press the 'click' key to emulate a right mouse click.
The mouse keys icon on the task bar shows which mouse button is active by being shaded, this is important to note as when you press the click key the response you get is determined by the active mouse button. The rest should be fairly straightforward
More info HERE.