It would be a help to say which unit you have, then we can check up on it. Also, indicate what you may wish to connect it to.
Delices have either (or both) of the older style DIN connectors for midi IN, OUT and THRU, or the newer USB. The round DIN connectors usually have 3 pins inside. The easy connection is with DIN <--> DIN or USB <--> USB, but you can use connectors that allow USB <--> DIN, but there are cheap varieties of these that do not work, or fail in certain situations, so it's better to but a 'known' branded one.
Take things step by step, and we'll get you working.