you'll need an app that plays MIDI. likely, either timidity or fluidsynth.
timidity defaults to using freepats, so that might be the easiest route.
sudo apt-get install timidity-daemon freepats vmpk
to use another soundfont, you'd need to install one, then edit /etc/timidity/timidity.cfg
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If you'd rather use fluidsynth, then you can look inside the qsynth app for setup.
sudo apt-get install fluidsynth qsynth qjackctl fluid-soundfont-gm fluid-soundfont-gs opl3-soundfont vmpk
You'll need to tell qsynth which soundfonts you have installed.
and specify if your system uses ALSA, PulseAudio, or JACK
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If you decide to use JACK, then qjackctl helps with setting that up.
Just open it first, and press Start, to get JACK running.
That's up to you. It might be easier to skip JACK,
and just tell qsynth that you're using ALSA or PulseAudio
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you can test your setup with VMPK, the Virtual MIDI Piano Keyboard.
Edit > Connections > then select the appropriate Output,
either timidity or fluidsynth.
set volume, tap a few keys, should hear tones.