You will need to load some software. Use synaptic.
Be sure aconnect is installed. This enables the midi to pc connection.
Edit [jack and qjackctl. these are basic.]. If you install rosegarden from synaptic, jack will auto-install. Be sure to enable the real time processing during install.
patchage. This is an extremely useful tool to establish/verify the connections.
rosegarden. This provides the sequencer and music notater all in one pkg.
qsynth. This provides the means to hear your midi files and play with the output.
linux-lowlatency. Critical. You must install this kernel, else rosegarden will not work.
After all the above are installed, you need to check rosegarden setup to ensure it loads the soundfont and passes to your sound card. If no soundfont, you get no sound from your sound card. The sound font should be in /usr/share/sounds/sf2 (I use fluidR3_gm.sf2) and it should come with qsynth.
For more information, read this link:
Step-by-step to run a midi keyboard input device? 12.04
Good luck!