You will need to establish some sort of communication between the hardware in your device, and your PC. The 'old fashioned' way of doing this was to use a software driver loaded onto the PC, but this would NOT be 'Plug-and-Play'.
Nowadays, people want P&P, and for this you need software built into the device. Apparently, there are specialist micro-controllers that include this function, as Clemens describes, and they also have libraries to help with the software link?
Even though you may get the PC to recognise that the device plugged in IS a MIDI device, you may still need your software to fully receive the data, again the libraries that come with the m/c will help here.