AH yes you can play midi, no worries man.
1. Right click-> Insert the Audio Object Direct Sound into the layout (it will not be visible)
2. Several play options:
2a. Start of Layout-> Direct Sound/ Play music "filename.mid" (Works with Midi)
2b. Start of Layout-> Direct Sound/ Load File "filename.wav" (you can edit which channel, but it is okay to leave at channel 0)
Play Direct Sound Channel 0 (or you can specify another channel)
2c. Start of Layout-> Direct Sound/ Autoplay "filename.wav"
The channels allow you to have multiple sound files be loaded/played at once. Really cool!
Hope this helps!