Connect a MIDI cable to your MIDI controller (output device). When connecting to your controller, always use the port that reads “MIDI-Out.” This tells the device to send music data to a secondary device.
Connect the other end of your cable to your first input device. When connecting to any input device, always use the port that reads “MIDI-In.” You now have communication between your first two devices.
Connect a second MIDI cable to your first input device, this time using the “MIDI Out” port. You should now have connections to “MIDI-In” and “MIDI-Out” on your receiver. Connect the opposing end of your second cable to the “MIDI Out” port on your second input device. You now have connection between three devices or what's referred to as a “MIDI chain.”
Connect additional inputs as necessary. For each additional input, you will need an additional MIDI cable. To continue the chain, continue the pattern described in Steps 2 and 3. For example, connect to “MIDI Out” on device 2, followed by “MIDI In” on device 3, followed by “MIDI Out” on device 3, followed by “MIDI In” on device 4, and so forth.
Turn on each MIDI device. MIDI communicates through MIDI channels (of which there are 16, in most cases). You should see a “MIDI Channels” knob or menu on each device. You can use any channel (except for 10, which is specifically a percussion channel), but just make sure to set every device in your chain to the same channel. Now, when you play your controller, the data will transmit to every connected input device.