Open Pro Tools SE. Once it loads, a project selection dialogue will be displayed.
Use the project selection dialogue to open an established project or select "Empty Session" to create a blank project file. Pro Tools will load your selection and display its standard track view.
Open the "Track" menu in the menu bar and choose "New." The "New Track" dialogue will appear.
Select "Instrument Track" in the "New Track" dialogue and click "Create." A new MIDI track will appear in Pro Tools SE's main track window.