kinine, don't know how much more clear we can make it. You need a MIDI interface. The SE does NOT have a built-in MIDI input port. The YouTube clip you are referring to depicts a MIDI interface which has been positioned conveniently under the handle, but it is not part of the Mac. Coming out of it is a MIDI cable going to an instrument. The other cable is going into one of the Mac's serial ports. In some cases the MIDI device will have a built-in interface, easily discerned by a mini DIN-8 port or as wood_e notes, a DE-9 serial port. MIDI connectors are DIN-5 only.

What you need MINIMUM:

1) Mac

2) MIDI interface

3) MIDI device

4) Macintosh compatible MIDI software