Open up FL Studio.
Click on "Channels," then "Add One" and choose a synthesizer from the list.
Click on the "Piano Roll" button; this is the button labeled with a small keyboard.
In the Piano Roll box, click on the small arrow on the top left corner, select "File" and then "Import MIDI File."
Browse your computer for the MIDI file you want to import, click on it and select "Open."
Select "All Tracks" and then click on "Accept." You will now see the MIDI notes in piano roll.
Hit the space bar (or the "Play" button), and the audio will begin to play.