To connect MIDI software you need "virtual midi cables". In Windows you can use some "virtual MIDI cable software", like MIDI Yoke, Maple, LoopBe1 (good for Win7 x64) or Sony Virtual MIDI Router.
If you have a Mac, or Linux and you cannot find a "virtual midi cable" software then just use a real usb-midi interface and loop the midi-out port to midi-in port with a real midi-cable. One can always use a real midi cable loop back even for Windows.
HA 9.6.3i, VS, Gold Sound base 2 on Windows 10 x64