Plug in and turn on the MIDI keyboard and the audio interface, if necessary. Some audio interfaces draw power from the computer's USB port, and therefore require no other external power source.
Plug one end of the MIDI cable into the keyboard's "MIDI Out" port; plug the other end into the audio interface's "MIDI In" port. A MIDI port is circular and has five holes arranged in a semicircle.
Plug one end of the USB or FireWire cable, depending on the brand, into the audio interface's USB or FireWire port; plug the other end into a free port on the computer. The MIDI keyboard is connected to the computer through the audio interface.