this is the way that I have just found, I hope it helps:
1. Locate the computer, the keyboard, and the MIDI interface in the locations you desire. Plug in whatever power cords you want, but don't turn anything on until you're ready.
2. If applicable, connect one end of the MIDI interface cable to the interface (if one exists)....
3. Connect one end of a MIDI cable to the MIDI keyboard port labeled MIDI In on your computer.
4. All of your equipment should be turned on.