This may not need to be said (and I don’t know if it applies to using purely MIDI, but it does if using USB MIDI devices connected through USB). The keyboard needs to be plugged in and turned on before opening the software, in almost all cases I’ve experienced or heard of.
Podium supports standard MIDI devices, so I can’t imagine you’ll have any problems using it, as long as your drivers (if you aren’t just using Windows defaults, which I’d recommend starting with), and hardware are functioning correctly.
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