Can you describe more what kind of control you had in mind? For example, do you want a knob or slider to adjust the tempo during playback? A button or keyboard key you can tap a beat on?
MIDI sequencers often let you synchronize the playback to incoming MIDI timing messages (MIDI Timing Clock, Start, and Stop). Then if you have another program that can output MIDI timing messages, you can connect it to the MIDI sequencer using a virtual MIDI cable like loopMIDI
For example, Pocket MIDI
has a knob window to transmit MIDI Timing Clock messages at rates from 5 to 300 quarter notes per minute, and another window to transmit the MIDI Start and Stop messages if needed. I used loopMIDI to connect it to MIDI sequencer Sekaiju or Cakewalk, then set up the sequencer to use the incoming timing messages. When a MIDI file is playing in the sequencer, I can drag the tempo knob in Pocket MIDI to control the playback speed.
Instead of a computer program, you could use a physical MIDI keyboard or MIDI controller that can transmit MIDI timing messages and lets you control the tempo with a knob, slider, or button.
JohnG mentioned software that lets you use the Pitch Bend wheel on a MIDI keyboard to control the playback tempo. Here's another program I know of that can do that:
You can use the falling notes piano game Synthesia
in its "Watch and Listen" mode to play back MIDI files. You can go to its Shortcut settings to set up a Pitch Bend wheel to control the tempo.
You can try Synthesia for free, but it will only play the first 20 seconds of a MIDI file. It includes built-in songs and some of them are unlocked allowing you to preview them in their entirety. Synthesia's normal price is $40, but it's usually $30 during frequent sales throughout the year, or $20 on Black Friday.