MIDI real time input?

I have a USB-MIDI cable to connect my Roland synthesizer to the computer.
I see you can import MIDI files (although for some strange reason I can’t play them).
“Error while opening sound device. Please check the output device settings and the project sample rate”
The error message isn’t clear to as to what sound device it expects. For the file, I just want it to play it.

The much more important question is: can I hook up my Roland so that its midi output coming through
the USB gets into Audacity? I couldn’t find anything in Preferences on Recording, Device which shows
my USB input, so it looks like it won’t fly.

Am I missing something?

Audacity is an audio program and does not support midi.

Midi import is only for a visual representation of midi data (useful for some users that want to be able to visually allign audio samples against a midi track).

If you use Linux, try “Muse” or “Rosegarden” for midi support.