1. Make sure your in the session view window and Load the External instrument device onto an empty MIDI track or drag and drop it to the device drop area.
Set the MIDI To option to the MIDI port your devices is connected to. Then set the Audio From menu to the audio input(s) that your MIDI devices are connected to.
Set the MIDI From (MIDI input) to receive on all inputs and channels.
Make sure Auto monitoring and the Record enable buttons are both on.
If you play (trigger) your MIDI device you should now see the meter jump on the channel and hear the audio returning to Ableton Live.