Audacity does not support playing, recording, or editing MIDI files.
It does not even support saving MIDI Tracks in a project file.
These features are planned for a future version of Audacity, which will
not be available until at least 2004.
The current functionality is useful to only a small group of people who
are studying algorithms that relate MIDI data to audio data and simply
wish to see the visual representation of the MIDI data and how it lines
up with the audio data.