GT Pro 2 and 3 have no MIDI recording capability. They both have the ability to sync up to certain control surfaces and hard disk recorders using MIDI. This is why there is an option for MIDI Devices. However, you cannot record or playback any MIDI data in GT Pro 2 and 3, it is only for synchronization purposes. Nor can you use VSTi or DXi that require MIDI input. You would be better of upgrading to GT Pro 4 or SONAR.
You can download the latest SONAR demo from the SONAR support section of our website here. Please call 1-888-CAKEWALK (617-423-9004) or go to the Cakewalk Store for more information on purchases and upgrades.