Sounds and Audio Devices icon in Control Panel has an Audio tab, and a drop
box to set the Midi device. You should look for available devices there. If
none, Device Manager will list sound devices, and possibly your midi device
has lost a driver.
Go to Start/Run, and type DEVMGMT.MSC , highlight ALL sound devices, Action
menu, "Uninstall", then restart Windows, to find the device drivers again
automatically.