Connect your MIDI controller to an available USB port on your computer. In Studio, press Shift+M to open the MIDI Setup dialogue. Your MIDI device should appear in the list and get highlighted with incoming MIDI messages. Click the Done button to close the dialogue. Right-click a synthesizer, choose Learn MIDI Keyboard in the context menu and play your MIDI controller to connect them. You can disconnect them by choosing Forget MIDI Keyboard in the context menu.