Interesting older article - USB MIDI controllers & making music with Ubuntu explains some basics.
In essence, ALSA communicats with 100% of USB MIDI controllers. To confirm, run aconnect - in the console.
Run qjackctl and connect the ports on MIDI devices, from left to right, using the device with the same name. This will make the MIDI-over-USB devices available to Wine and Windows applications installed there.
Try ALSA audio by setting it with winetricks, Source, or by setting the registry key with regedit, source.
The values are pulse and alsa.
Then run winecfg to confirm it has been installed.