Download and install a digital audio-editing program with MIDI sequencing capabilities. Popular free examples include Rosegarden, LMMS and Qtractor.
Open your digital audio program to create a new project.
Drag your MIDI file onto the blank project window of your digital audio program. Once entered, the file should appear in notation form along the time line. If your program uses a multitracking interface, which looks like a series of long horizontal bars stacked on top of another, drop the file onto a blank MIDI track. It should say "MIDI Track," "Software Track" or "Instrument Track." This is separate from a standard "Audio Track," which only reads raw audio.
Choose a sound setting for your MIDI track. Since MIDI involves only mathematical note sequences, and not sound, you will need to designate a type of sound for your notes to use. If using a multitracking program, double-click the track to see your options, or look for a list of instrument settings on your browser. Otherwise, locate "Instruments," "Software Instruments" or "Software Synthesizers" in your menu bar. You will have a variety of options to choose from, including electronic keyboard sounds, drum kits and live instrument emulators. So if you choose a "trumpet" setting, your MIDI sequence will sound like a trumpet playing the designated notes.
Save your project. Most programs will allow you to save by clicking "File" on the menu bar and selecting "Save" from the drop down menu. Otherwise, look for a "Save" button on the browser. If your "Save" function does not give you the option to choose your format, try selecting 'the "Save As" option from the "File" menu. You will want to save in a standard audio format, such as MP3 or WAV. When you save, the program will render an audio recording based on your MIDI sequences and the software instrument that you selected.