Hey,
MIDI is what I do best, let me offer a hand:
1. MIDI is NOT audio.
2. Audio is NOT MIDI.
This is probably the hardest thing to get your head around, the differences between the two. Because often the 'result' of MIDI is audio, people get them confused.
MIDI is nothing more than little messages that get passed between your computer and your synths. MIDI is used to trigger sounds that are already stored in a synth, like a trumpet sound or a drum hit.
Tell me MIDI gear are you using, and I'll draw out a diagram explaining how to set everything up.
Take care,
Nick
PS: I see that Dac posted a link to a good MIDI explanation, if you have any questions, post them here and someone will answer them.