leenia, you've been using NoteWorthy Composer for years, so part of your answer should be fairly obvious to you: download a midi file from the internet, open it in NWC and edit away! Of course, as discussed in a thread about a year ago, if the midi file was produced by someone recording a personal performance into a midi recording program, the resulting file may translate into a score with lots of "hash" on it when opened in NWC.
As for, plugging an instrument into the computer, I've used a keyboard with a midi port with one of the midi/usb cables mentioned above and had success, even though I still prefer doing my editing from the computer keyboard. There is a Behringer UCA202 USB Interface which allows other instruments to be connected through a USB port although you'd need some way of getting at least a preamped signal into the interface device. I have the Behringer interface as well, but I received it just as we were leaving for the winter this fall, and I haven't tried it out yet.